<SEC-DOCUMENT>0000908187-19-000060.txt : 20191126
<SEC-HEADER>0000908187-19-000060.hdr.sgml : 20191126
<ACCEPTANCE-DATETIME>20191126110606
ACCESSION NUMBER:		0000908187-19-000060
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20190930
FILED AS OF DATE:		20191126
PERIOD START:           	20200630

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:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-07816
		FILM NUMBER:		191248233

	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>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
<XML>
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          <ccc>XXXXXXXX</ccc>
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      <regFileNumber>811-07816</regFileNumber>
      <regCik>0000908187</regCik>
      <regLei>FZICY1WZ0I8IZ2XD3R19</regLei>
      <regStreet1>1633 Broadway</regStreet1>
      <regCity>New York</regCity>
      <regStateConditional regCountry="US" regState="US-NY"/>
      <regZipOrPostalCode>10019</regZipOrPostalCode>
      <regPhone>(844) 337-4626</regPhone>
      <seriesName>N/A</seriesName>
      <seriesLei>N/A</seriesLei>
      <repPdEnd>2020-06-30</repPdEnd>
      <repPdDate>2019-09-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>193149100.470000</totAssets>
      <totLiabs>76263770.570000</totLiabs>
      <netAssets>116885329.900000</netAssets>
      <assetsAttrMiscSec>0.000000</assetsAttrMiscSec>
      <assetsInvested>0.000000</assetsInvested>
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      <invstOrSec>
        <name>ARBYS RESTAURANT (IRB HOLDING CORP)</name>
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        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>BEAR STEARNS ALT-A TRUST 2006-3</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75334</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 3 23A1</title>
        <cusip>07386HL66</cusip>
        <identifiers>
          <isin value="US07386HL669"/>
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        <balance>214499.820000</balance>
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        <curCd>USD</curCd>
        <valUSD>205119.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.78633</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2</title>
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          <isin value="US073873AK72"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177908.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.96198</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1</title>
        <cusip>073868BE0</cusip>
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          <isin value="US073868BE01"/>
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        <balance>677775.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567081.870000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-R1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 R1 1E30</title>
        <cusip>073866BR5</cusip>
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          <isin value="US073866BR57"/>
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        <balance>344349.240000</balance>
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        <curCd>USD</curCd>
        <valUSD>344318.770000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2007 1 21A1</title>
        <cusip>07386XAH9</cusip>
        <identifiers>
          <isin value="US07386XAH98"/>
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        <balance>37990.400000</balance>
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        <curCd>USD</curCd>
        <valUSD>29651.750000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1</title>
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          <isin value="US073870AA51"/>
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        <curCd>USD</curCd>
        <valUSD>530950.620000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AC1</name>
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        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC1 21A1</title>
        <cusip>07387UCT6</cusip>
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          <isin value="US07387UCT60"/>
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        <curCd>USD</curCd>
        <valUSD>34100.760000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2</name>
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        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 A1</title>
        <cusip>07388EAA4</cusip>
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          <isin value="US07388EAA47"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1</title>
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        <identifiers>
          <isin value="US073888AN98"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308943.440000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BEAR STEARNS ASSETBACK SEC-2006-HE3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE3 M2</title>
        <cusip>07387UHT1</cusip>
        <identifiers>
          <isin value="US07387UHT16"/>
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        <curCd>USD</curCd>
        <valUSD>2722999.760000</valUSD>
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        <debtSec>
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      <invstOrSec>
        <name>BEAZER HOMES USA INC</name>
        <lei>549300DUPYT2T0F60I45</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BOMBARDIER CAPITAL MTGE SEC BCM 2000 A</name>
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        <title>BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A3</title>
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          <isin value="US09774XBP69"/>
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        <issuerCat>CORP</issuerCat>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BRAD 2014-1 RESECURITIZATION TRUST</name>
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        <title>BRAD 2014 1 RESECURITIZATION 03/21 VAR</title>
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          <ticker value="BRAD"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BRAD 2014-1 RESECURITIZATION TRUST</name>
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        <title>BRAD 2014 1 RESECURITIZATION 03/21 VAR</title>
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          <ticker value="BRAD"/>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAESARS ENTERTAINMENT CORPORATION</name>
        <lei>529900CJT4VQO26ONP04</lei>
        <title>CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Caesars Entertainment Corporation</title>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANTOR FITZGERALD LP</name>
        <lei>549300RLUEEVQEMX0450</lei>
        <title>CANTOR FITZGERALD LP UNSECURED 144A 10/19 7.875</title>
        <cusip>138616AA5</cusip>
        <identifiers>
          <isin value="US138616AA51"/>
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        <balance>740000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>741475.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CENTEX HOME EQUITY 2005-A</name>
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        <name>CHENIERE ENERGY PARTNERS LP</name>
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      <invstOrSec>
        <name>CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1</name>
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        <name>CHRYSLER CAPITAL AUTO RECEIVABLES TRUST 2015-B</name>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3</name>
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      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2006-AR7</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2006-SHL1</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC1</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A</title>
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        <identifiers>
          <isin value="US17311BAS25"/>
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        <curCd>USD</curCd>
        <valUSD>1065712.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17838</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC1</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2C</title>
        <cusip>17311BAC7</cusip>
        <identifiers>
          <isin value="US17311BAC72"/>
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        <balance>839171.760000</balance>
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        <curCd>USD</curCd>
        <valUSD>432413.710000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.23838</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-SHL1</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A</title>
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          <isin value="US17312WAB28"/>
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        <balance>1900000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-3</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A1</title>
        <cusip>17307GTG3</cusip>
        <identifiers>
          <isin value="US17307GTG37"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-5</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 3A2A</title>
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          <isin value="US17307GZG62"/>
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        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-7</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A3A</title>
        <cusip>17307GB80</cusip>
        <identifiers>
          <isin value="US17307GB807"/>
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        <balance>133065.410000</balance>
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        <curCd>USD</curCd>
        <valUSD>116115.680000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.09617</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3</name>
        <lei>N/A</lei>
        <title>CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ</title>
        <cusip>14986DAJ9</cusip>
        <identifiers>
          <isin value="US14986DAJ90"/>
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        <balance>1312432.510000</balance>
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        <curCd>USD</curCd>
        <valUSD>678902.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.688</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP/DEUTSCHE BK COMM MTGE 2007-CD4</name>
        <lei>N/A</lei>
        <title>CD COMMERCIAL MORTGAGE TRUST CD 2007 CD4 AJ</title>
        <cusip>12513YAJ9</cusip>
        <identifiers>
          <isin value="US12513YAJ91"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8167.750000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4</name>
        <lei>N/A</lei>
        <title>CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 2A1</title>
        <cusip>12566VAT9</cusip>
        <identifiers>
          <isin value="US12566VAT98"/>
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        <balance>14514.390000</balance>
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        <curCd>USD</curCd>
        <valUSD>14635.850000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CLEAR CHANNEL WORLDWIDE HOLDINGS INC</name>
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        <assetCat>DBT</assetCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM</title>
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          <isin value="US20173WAH16"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COMMERCIAL MTGE PASS THRU CERT 2010-C1</name>
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          <isin value="US12622DAK00"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>COMMRCL MRTG LEASE-BACKED CRT 2001-CMLB</name>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>CONSECO FINANCE SECUR CORP 2002-2</name>
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          <isin value="US20846QJZ28"/>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CONSECO FINANCE SECURITIZATION 2000-5</name>
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        <title>CONSECO FINANCE SECURITIZATION CNF 2000 5 A6</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-24</name>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-1</name>
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      <invstOrSec>
        <name>FORBES ENERGY SERVICES LTD</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2006-HYB5</name>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-HY4</name>
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      <invstOrSec>
        <name>CRECERA AMERICAS LLC 2017-1</name>
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        <name>CVS PASS-THROUGH TRUST</name>
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        <name>DAE FUNDING LLC</name>
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      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDA MORTGAGE LOAN TRUST 2007-AR2</name>
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          <isin value="US456679AA77"/>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR7</name>
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          <isin value="US45661EDC57"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MTGE LOAN TRUST 2004-AR8</name>
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        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A2A</title>
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          <isin value="US45660N2J33"/>
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      <invstOrSec>
        <name>INDYMAC RESIDENTIAL ASSET BACKED 2007-A</name>
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          <isin value="US43710BAD82"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25838</annualizedRt>
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      <invstOrSec>
        <name>INSTALLED BUILDING PRODUCTS INC</name>
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      <invstOrSec>
        <name>INTERNET BRANDS INC (MH SUB I LLC)</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>JP MORGAN ALTERNATIVE LN TRUST 2006-S1</name>
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        <title>J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A19</title>
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        <curCd>USD</curCd>
        <valUSD>935506.730000</valUSD>
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        <name>SEQUA CORPORATION</name>
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        <name>JP MORGAN CHASE COMMERCIAL MOR 2003-ML1A</name>
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        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2005-CB13</name>
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      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2011-C3</name>
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        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C3 XB 144A</title>
        <cusip>46635TAR3</cusip>
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          <isin value="US46635TAR32"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST 2007-A1</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A1</title>
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          <isin value="US46630GAM78"/>
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        <curCd>USD</curCd>
        <valUSD>54597.150000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</lei>
        <title>KENNEDY WILSON INC COMPANY GUAR 04/24 5.875</title>
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          <isin value="US489399AG06"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14433.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KIK CUSTOM PRODUCTS INC</name>
        <lei>54930093YQIEW0FV8L89</lei>
        <title>KRONOS ACQUISITION HOLDI COMPANY GUAR 144A 08/23 9</title>
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          <isin value="US50106GAA04"/>
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        <curCd>USD</curCd>
        <valUSD>177000.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2005-HE1</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I 2006-IQ12</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2006 IQ12 AJ</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I 2007-T25</name>
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      <invstOrSec>
        <name>MORGAN STANLEY HOME EQUITY LN 2005-2</name>
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        <title>MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M6</title>
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          <isin value="US61744CQQ23"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY MORTGAGE TRUST-2004-11AR</name>
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        <title>MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR B1</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>MORGAN STANLEY MTGE LN TR 2007-12</name>
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        <title>MORGAN STANLEY MORTGAGE LOAN T MSM 2007 12 3A1</title>
        <cusip>61755GAJ2</cusip>
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        <curCd>USD</curCd>
        <valUSD>175113.010000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY RESECURITIZATION TRUST 2014-R3</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY REREMIC TRUST MSRR 2014 R3 3B 144A</title>
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          <isin value="US61763PAU75"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORTGAGE EQUITY CONVER ASSET TR 2010-1A</name>
        <lei>N/A</lei>
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          <isin value="US61911BAA35"/>
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        <balance>178979.310000</balance>
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        <curCd>USD</curCd>
        <valUSD>173785.280000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MOTEL 6 TRUST 2017-M6MZ</name>
        <lei>N/A</lei>
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          <isin value="US61975GAA58"/>
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        <curCd>USD</curCd>
        <valUSD>1368558.190000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NASCAR HOLDINGS LLC (AKA: NASCAR HOLDINGS INC)</name>
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        <curCd>USD</curCd>
        <valUSD>14117.030000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A5</name>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <name>NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A6</name>
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        <name>NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A6</name>
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      <invstOrSec>
        <name>NATIONSTAR MORTGAGE LLC / NATIONSTAR CAPITAL CORP</name>
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        <title>NATIONSTAR MORT/CAP CORP COMPANY GUAR 07/21 6.5</title>
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        <name>NAVIENT CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
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        <name>NAVIENT CORPORATION</name>
        <lei>54930067J0ZNOEBRW338</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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        <name>NEWMARK GROUP INC</name>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <name>STRUCTURED ASSET MTG INV INC 2006-AR7</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1A</title>
        <cusip>86361HAA2</cusip>
        <identifiers>
          <isin value="US86361HAA23"/>
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        <balance>747820.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709248.330000</valUSD>
        <pctVal>0.6067899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)</name>
        <lei>N/A</lei>
        <title>PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/26 5.75</title>
        <cusip>74166MAC0</cusip>
        <identifiers>
          <isin value="US74166MAC01"/>
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        <balance>10000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10438.000000</valUSD>
        <pctVal>0.0089301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNIVERSE HOLDINGS INC</name>
        <lei>549300CYZBHMZC8VLL59</lei>
        <title>SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B</title>
        <cusip>87164GAM5</cusip>
        <identifiers>
          <isin value="US87164GAM50"/>
        </identifiers>
        <balance>1019242.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>960953.620000</valUSD>
        <pctVal>0.8221336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADVANCED DRAINAGE SYSTEMS INC</name>
        <lei>6QQTOZ5MF5DHM7K92I60</lei>
        <title>ADVANCED DRAINAGE SYSTEM SR SECURED 144A 09/27 5</title>
        <cusip>00790RAA2</cusip>
        <identifiers>
          <isin value="US00790RAA23"/>
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        <balance>5000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5081.200000</valUSD>
        <pctVal>0.0043472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>TALEN ENERGY SUPPLY LLC SR SECURED 144A 01/28 6.625</title>
        <cusip>87422VAG3</cusip>
        <identifiers>
          <isin value="US87422VAG32"/>
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        <balance>4000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3950.000000</valUSD>
        <pctVal>0.0033794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TBW MTGE BACKED PASS THRU CERT 2006-2</name>
        <lei>N/A</lei>
        <title>TBW MORTGAGE BACKED PASS THROU TBW 2006 2 4A1</title>
        <cusip>878048AH0</cusip>
        <identifiers>
          <isin value="US878048AH04"/>
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        <balance>139465.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102288.090000</valUSD>
        <pctVal>0.0875115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADVANCED DRAINAGE SYSTEMS INC</name>
        <lei>6QQTOZ5MF5DHM7K92I60</lei>
        <title>ADVANCED DRAINAGE SYSTEMS INC TERM LOAN B</title>
        <cusip>965EYSII7</cusip>
        <identifiers>
          <isin value="US00769QAG82"/>
        </identifiers>
        <balance>5000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5028.130000</valUSD>
        <pctVal>0.0043018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.299</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)</name>
        <lei>549300TPLK304J3RNC85</lei>
        <title>TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25</title>
        <cusip>89616RAB5</cusip>
        <identifiers>
          <isin value="US89616RAB50"/>
        </identifiers>
        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11790.000000</valUSD>
        <pctVal>0.0100868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORPORATION</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875</title>
        <cusip>88033GCY4</cusip>
        <identifiers>
          <isin value="US88033GCY44"/>
        </identifiers>
        <balance>5000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5137.500000</valUSD>
        <pctVal>0.0043953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORPORATION</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORP SR SECURED 144A 09/24 4.625</title>
        <cusip>88033GDC1</cusip>
        <identifiers>
          <isin value="US88033GDC15"/>
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        <balance>15000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15448.950000</valUSD>
        <pctVal>0.0132172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
        <lei>N/A</lei>
        <title>TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467</title>
        <cusip>88880LAA1</cusip>
        <identifiers>
          <isin value="US88880LAA17"/>
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        <balance>785000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>813040.200000</valUSD>
        <pctVal>0.6955879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.467</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOLL ROAD INVESTORS PARTNERSHIP II LP</name>
        <lei>N/A</lei>
        <title>TOLL ROAD INV PART II SR SECURED 144A 02/45 0.00000</title>
        <cusip>88948ABL0</cusip>
        <identifiers>
          <isin value="US88948ABL08"/>
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        <balance>635087.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175776.030000</valUSD>
        <pctVal>0.1503833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875</title>
        <cusip>89054XAB1</cusip>
        <identifiers>
          <isin value="US89054XAB10"/>
        </identifiers>
        <balance>336165.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350949.120000</valUSD>
        <pctVal>0.3002508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75</title>
        <cusip>89054XAA3</cusip>
        <identifiers>
          <isin value="US89054XAA37"/>
        </identifiers>
        <balance>2178978.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2447920.790000</valUSD>
        <pctVal>2.0942926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN PONTUS LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125</title>
        <cusip>89382PAA3</cusip>
        <identifiers>
          <isin value="US89382PAA30"/>
        </identifiers>
        <balance>24920.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25418.410000</valUSD>
        <pctVal>0.0217465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN POSEIDON LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875</title>
        <cusip>89383JAA6</cusip>
        <identifiers>
          <isin value="US89383JAA60"/>
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        <balance>20000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20700.000000</valUSD>
        <pctVal>0.0177097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC COMPANY GUAR 04/21 4.875</title>
        <cusip>896818AH4</cusip>
        <identifiers>
          <isin value="US896818AH46"/>
        </identifiers>
        <balance>18000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18036.900000</valUSD>
        <pctVal>0.0154313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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        <curCd>USD</curCd>
        <valUSD>412453.310000</valUSD>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR15</name>
        <lei>N/A</lei>
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        <balance>432483.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>435357.730000</valUSD>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-6</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>910350.560000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3</name>
        <lei>N/A</lei>
        <title>WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 6A1</title>
        <cusip>94985GAQ9</cusip>
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        <balance>8796.640000</balance>
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        <curCd>USD</curCd>
        <valUSD>8822.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WEST CORPORATION</name>
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          <isin value="US68162RAC51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.0435</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
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          <isin value="US96106JAE91"/>
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        <balance>580694.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>15</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS</title>
        <cusip>96106JAB5</cusip>
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          <isin value="US96106JAB52"/>
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        <balance>250453.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252958.240000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.3894</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2011-C2</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2011 C2 XA 144A</title>
        <cusip>92935JAE5</cusip>
        <identifiers>
          <isin value="US92935JAE55"/>
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        <balance>13818022.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111570.860000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.969857</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WHATABURGER (WHATABRANDS LLC)</name>
        <lei>N/A</lei>
        <title>WHATABRANDS LLC TERM LOAN B</title>
        <cusip>96244UAB3</cusip>
        <identifiers>
          <isin value="US96244UAB35"/>
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        <balance>5000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5029.020000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5156</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
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        <curCd>USD</curCd>
        <valUSD>14236.250000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192907.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
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        <curCd>USD</curCd>
        <valUSD>614000.000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="Fixed Income Clearing Corp" isCleared="Y"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
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        <curCd>USD</curCd>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
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          <other otherDesc="Internal ID" value="976EBD000"/>
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        <curCd>USD</curCd>
        <valUSD>-2972912.480000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-10105998.540000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="HPFHU0OQ28E4N0NFVK49" name="The Bank of New York"/>
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          <maturityDt>2019-11-07</maturityDt>
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            <repurchaseCollateral>
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              <invstCat>PLCMO</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <balance>-4365000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4372196.920000</valUSD>
        <pctVal>3.7405865</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="HPFHU0OQ28E4N0NFVK49" name="The Bank of New York"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>2019-11-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Internal ID" value="922VXD003"/>
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        <curCd>USD</curCd>
        <valUSD>-7051470.370000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="4EP6JBYBTPTQ47LZOB67" name="BNY Mellon"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8990000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>11095884.900000</principalAmt>
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              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>1820709.700000</collateralVal>
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              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
        <valUSD>-4438930.910000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5158000.000000</principalAmt>
              <principalCd>USD</principalCd>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
        <valUSD>-3340169.680000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4754107.660000</principalAmt>
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              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
        <valUSD>-848505.100000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>962018.000000</principalAmt>
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              <collateralVal>934190.490000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
        <valUSD>-579744.020000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
        <valUSD>-2440355.000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF AMERICA REVERSE REPO</title>
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          <other otherDesc="Internal ID" value="913ZLA004"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="913ZLA004"/>
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        <curCd>USD</curCd>
        <valUSD>-5528044.020000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2330000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="976EBD000"/>
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        <curCd>USD</curCd>
        <valUSD>-1689276.030000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="HPFHU0OQ28E4N0NFVK49" name="The Bank of New York"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2060000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
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        <curCd>USD</curCd>
        <valUSD>-2327877.410000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2390000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4533125.000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
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        <balance>-158000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-158385.500000</valUSD>
        <pctVal>0.1355050</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.1370000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>308281.310000</principalAmt>
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              <collateralVal>220375.170000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO DEUTSCHE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLG001"/>
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        <balance>-314091.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-314743.540000</valUSD>
        <pctVal>0.2692755</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300KP56LL8NKKFL47" name="THE BANK OF NY/DBAG LONDON GLOBAL"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8766300</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>841052.620000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
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        <balance>-2866000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2871940.580000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8700000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3211111.000000</principalAmt>
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              <collateralVal>3202512.610000</collateralVal>
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              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <balance>-3139000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3164582.850000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2600000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4350000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4170352.830000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <balance>-1517000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1524270.430000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.1370000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2310393.000000</principalAmt>
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              <collateralVal>2110103.880000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <balance>-79000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-79043.890000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>101000.000000</principalAmt>
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              <collateralVal>100242.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <curCd>USD</curCd>
        <valUSD>-1655828.510000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.0900000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>2486848.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2225682.460000</collateralVal>
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              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RBC CAPITAL MARKETS REPO REPO</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="973MCJ001"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4300000.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2500000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4334000.000000</principalAmt>
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              <collateralVal>4369975.580000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO CIBC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="923XCN009"/>
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        <curCd>USD</curCd>
        <valUSD>-39021.230000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300445CON3DBMU275" name="CIBC WORLD MARKETS CORP"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>40000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>40079.770000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO ROYAL BANK OF CAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MHZ000"/>
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        <balance>-689000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-690188.520000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>700000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>701395.980000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO ROYAL BANK OF CAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MHZ000"/>
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        <balance>-1275000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1283195.020000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2590000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2391000.000000</principalAmt>
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              <collateralVal>1770478.550000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO ROYAL BANK OF CAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MHZ000"/>
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        <curCd>USD</curCd>
        <valUSD>-1275691.860000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.3900000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1719595.900000</principalAmt>
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              <collateralVal>1759521.490000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <balance>-277000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-277160.040000</valUSD>
        <pctVal>0.2371213</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="TU620Y71DPYISC3Y2258" name="BNY Mellon Clearing, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6000000</repurchaseRt>
          <maturityDt>2019-10-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>280000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>287884.160000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO NOMURA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLV008"/>
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        <balance>-195000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-195400.400000</valUSD>
        <pctVal>0.1671727</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International Inc."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6400000</repurchaseRt>
          <maturityDt>2019-10-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>350000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>204750.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO REGIONS BANK REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932BHK007"/>
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        <balance>-197000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-197323.850000</valUSD>
        <pctVal>0.1688183</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6900000</repurchaseRt>
          <maturityDt>2019-11-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>217000.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-766000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-771809.440000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2895000</repurchaseRt>
          <maturityDt>2019-10-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1126776.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>951120.640000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-2376000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2392318.300000</valUSD>
        <pctVal>2.0467225</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.2532500</repurchaseRt>
          <maturityDt>2019-10-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3519470.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3255574.860000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-312000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-313300.110000</valUSD>
        <pctVal>0.2680406</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.1252500</repurchaseRt>
          <maturityDt>2019-11-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>686492.800000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>471627.900000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-1411000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1415885.980000</valUSD>
        <pctVal>1.2113462</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7100000</repurchaseRt>
          <maturityDt>2019-11-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1511000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1558884.380000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-69000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-69267.270000</valUSD>
        <pctVal>0.0592609</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6310000</repurchaseRt>
          <maturityDt>2019-11-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>78000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>78000.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-839000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-841433.100000</valUSD>
        <pctVal>0.7198791</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6100000</repurchaseRt>
          <maturityDt>2019-11-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>822000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>905153.520000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-355000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-355564.060000</valUSD>
        <pctVal>0.3041990</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6000000</repurchaseRt>
          <maturityDt>2019-11-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>363983.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>395030.750000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-1801000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1803314.290000</valUSD>
        <pctVal>1.5428063</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5700000</repurchaseRt>
          <maturityDt>2019-12-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1754810.260000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1970927.010000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ABX.HE.AA.06-1 SP GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWPC0ALT9"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-235879.500000</valUSD>
        <pctVal>0.2018042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ABX.HE.AA.06-1</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.320000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2045-07-25</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-854289.160000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4292924.250000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>618409.660000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ABX.HE.PENAAA.07-1 SP GST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWPC0ALW2"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-133471.730000</valUSD>
        <pctVal>0.1141903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ABX.HE.PENAAA.07-1</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.090000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2037-08-26</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-198896.150000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1026825.870000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>65424.420000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>549300ZCZ76HYCS0H445</lei>
        <title>FRONTIER COMMUNICATIONS CORPO SNR S* ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ7K5BW2L0M2"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-293224.400000</valUSD>
        <pctVal>0.2508650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FRONTIER COMMUNICATIONS CORPORATION</issuerName>
                <issueTitle>FRONTIER COMM / CITIZENS</issueTitle>
                <identifiers>
                  <isin value="US17453BAJ08"/>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2020-06-21</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-32450.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>590000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-260774.400000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT CORPORATION</name>
        <lei>529900CJT4VQO26ONP04</lei>
        <title>CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01</title>
        <cusip>127686103</cusip>
        <identifiers>
          <isin value="US1276861036"/>
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        <balance>71398.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>832500.680000</valUSD>
        <pctVal>0.7122371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>IHEARTMEDIA INC WARRANT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US45174J1455"/>
        </identifiers>
        <balance>39591.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>593865.000000</valUSD>
        <pctVal>0.5080749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>None</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IHEARTMEDIA INC</issuerName>
                <issueTitle>IHEARTMEDIA INC - CLASS A</issueTitle>
                <identifiers>
                  <isin value="US45174J5092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2039-05-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-281817.500000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-11-13</ncom:dateSigned>
      <ncom:nameOfApplicant>PCM Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>/s/ Jason Nagler</ncom:signature>
      <ncom:signerName>Jason Nagler</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>pcm_fundinc.htm
<DESCRIPTION>PCM FUND, INC.
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 8pt Times New Roman, Times, Serif">

<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 100%; padding-top: 6pt; padding-bottom: 6pt; font-size: 8pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(AMOUNTS
    IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS AND UNITS, IF ANY)</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL<BR>
    AMOUNT<BR> (000s)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MARKET<BR>
    VALUE<BR> (000s)</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INVESTMENTS
    IN SECURITIES 161.8% &curren;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LOAN
    PARTICIPATIONS AND ASSIGNMENTS 10.8%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Advanced Drainage
    Systems, Inc.</B><BR>
    TBD% due 09/19/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Clear Channel
    Outdoor Holdings, Inc.</B><BR>
    TBD% due 08/21/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Diamond Resorts
    Corp.</B><BR>
    5.796% (LIBOR03M + 3.750%) due 09/02/2023 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">663</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">647</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Emerald TopCo,
    Inc.</B><BR>
    5.544% (LIBOR03M + 3.500%) due 07/24/2026 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Envision Healthcare
    Corp.</B><BR>
    5.794% (LIBOR03M + 3.750%) due 10/10/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,994</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,632</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial &amp;
    Risk U.S. Holdings, Inc.</B><BR>
    5.794% (LIBOR03M + 3.750%) due 10/01/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">220</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">222</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Forbes Energy
    Services LLC (5.000% Cash and 11.000% PIK)</B><BR>
    16.000% (LIBOR03M + 5.000%) due 04/13/2021 ~(d)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">525</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">521</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Frontier Communications
    Corp.</B><BR>
    5.800% (LIBOR03M + 3.750%) due 06/15/2024 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>iHeartCommunications,
    Inc.</B><BR>
    6.100% (LIBOR03M + 4.000%) due 05/01/2026 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">898</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">905</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>IRB Holding
    Corp.</B><BR>
    5.550% (LIBOR03M + 3.250%) due 02/05/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">168</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">168</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>McDermott Technology
    Americas, Inc.</B><BR>
    7.104% (LIBOR03M + 5.000%) due 05/09/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">595</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">381</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MH Sub LLC</B><BR>
    5.794% (LIBOR03M + 3.750%) due 09/13/2024 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Nascar Holdings,
    Inc.</B><BR>
    TBD% due 07/27/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>NCI Building
    Systems, Inc.</B><BR>
    5.789% (LIBOR03M + 3.750%) due 04/12/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Neiman Marcus
    Group Ltd. LLC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.057%
    (LIBOR03M + 6.000%) due 10/25/2023 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,130</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,643</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.557%
    (LIBOR03M + 6.500%) due 10/25/2023 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,353</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,034</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Pacific Gas
    &amp; Electric Co.</B><BR>
    TBD% due 02/22/2049 ^&laquo;(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">106</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">104</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>PetSmart, Inc.</B><BR>
    6.040% (LIBOR03M + 4.000%) due 03/11/2022 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Sequa Mezzanine
    Holdings LLC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.187%
    (LIBOR03M + 5.000%) due 11/28/2021 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">138</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">137</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11.268%
    (LIBOR03M + 9.000%) due 04/28/2022 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">800</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">788</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Starfruit Finco
    BV</B><BR>
    5.292% (LIBOR03M + 3.250%) due 10/01/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Syniverse Holdings,
    Inc.</B><BR>
    7.028% (LIBOR03M + 5.000%) due 03/09/2023 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">961</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>U.S. Renal Care,
    Inc.</B><BR>
    7.063% (LIBOR03M + 5.000%) due 06/26/2026 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Univision Communications,
    Inc.</B><BR>
    4.794% (LIBOR03M + 2.750%) due 03/15/2024 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,447</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,383</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>West Corp.</B><BR>
    6.044% (LIBOR03M + 4.000%) due 10/10/2024 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Westmoreland
    Mining Holdings LLC</B><BR>
    10.389% (LIBOR03M + 8.250%) due 03/15/2022 &laquo;~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">228</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">230</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Westmoreland
    Mining Holdings LLC (15.000% PIK)</B><BR>
    15.000% due 03/15/2029 (d)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">581</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">441</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Whatabrands
    LLC</B><BR>
    5.516% (LIBOR03M + 3.250%) due 08/02/2026 ~</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Loan Participations and Assignments (Cost $13,868)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,596</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CORPORATE
    BONDS &amp; NOTES 24.8%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BANKING
    &amp; FINANCE 6.6%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Athene Holding
    Ltd.</B> <BR>
    4.125% due 01/12/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>AXA Equitable
    Holdings, Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.350%
    due 04/20/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000%
    due 04/20/2048</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Cantor Fitzgerald
    LP</B> <BR>
    7.875% due 10/15/2019 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">740</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">741</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CBL &amp; Associates
    LP</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.600%
    due 10/15/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">190</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">126</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.950%
    due 12/15/2026 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,521</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,076</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ESH Hospitality,
    Inc.</B> <BR>
    4.625% due 10/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
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<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>


<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Ford
    Motor Credit Co. LLC</B> <BR>
    5.443% (US0003M + 3.140%) due 01/07/2022 ~(l)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">280</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">288</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Fortress Transportation
    &amp; Infrastructure Investors LLC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500%
    due 10/01/2025 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">85</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">88</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750%
    due 03/15/2022 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">104</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">109</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Hunt Cos., Inc.
    </B><BR>
    6.250% due 02/15/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Kennedy-Wilson,
    Inc.</B> <BR>
    5.875% due 04/01/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LoanCore Capital
    Markets LLC </B><BR>
    6.875% due 06/01/2020 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,186</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Nationstar Mortgage
    LLC</B> <BR>
    6.500% due 07/01/2021 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">147</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Navient Corp.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%
    due 01/25/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">51</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500%
    due 06/15/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">124</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Newmark Group,
    Inc.</B> <BR>
    6.125% due 11/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">22</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Oppenheimer
    Holdings, Inc.</B> <BR>
    6.750% due 07/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Piper Jaffray
    Cos.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.740%
    due 10/15/2021 &laquo;(c)(j)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">201</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.200%
    due 10/15/2023 &laquo;(c)(j)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">900</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">903</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Sabra Health
    Care LP</B> <BR>
    4.800% due 06/01/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">34</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Springleaf Finance
    Corp.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%
    due 03/15/2023 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">214</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125%
    due 03/15/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.625%
    due 01/15/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">71</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">77</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875%
    due 03/15/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Toll Road Investors
    Partnership LP</B> <BR>
    0.000% due 02/15/2045 (g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">635</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">176</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Voyager
    Aviation Holdings LLC</B> <BR>
    8.500% due 08/15/2021 (l)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,980</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,036</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,725</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INDUSTRIALS
    13.5%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Advanced Drainage
    Systems, Inc. </B><BR>
    5.000% due 09/30/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Associated Materials
    LLC</B> <BR>
    9.000% due 01/01/2024 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,996</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,762</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BCPE Cycle Merger
    Sub, Inc. </B><BR>
    10.625% due 07/15/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Beazer Homes
    USA, Inc.</B> <BR>
    7.250% due 10/15/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Cheniere Energy
    Partners LP </B><BR>
    4.500% due 10/01/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Clear Channel
    Worldwide Holdings, Inc.</B> <BR>
    9.250% due 02/15/2024 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">822</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">905</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Community Health
    Systems, Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%
    due 03/31/2023 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,256</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,250</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000%
    due 03/15/2026 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">78</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">78</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.625%
    due 01/15/2024 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">236</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">244</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Core &amp; Main
    Holdings LP (8.625% Cash or 9.375% PIK)</B> <BR>
    8.625% due 09/15/2024 (d)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CVS Pass-Through
    Trust</B> <BR>
    5.880% due 01/10/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,067</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,187</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>DAE Funding
    LLC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.000%
    due 08/01/2020</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.500%
    due 08/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000%
    due 08/01/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">22</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250%
    due 11/15/2021 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">102</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">106</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750%
    due 11/15/2023 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">105</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Diamond Resorts
    International, Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.750%
    due 09/01/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.750%
    due 09/01/2024 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">500</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">518</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>DriveTime Automotive
    Group, Inc.</B> <BR>
    8.000% due 06/01/2021 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">330</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">336</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Eagle Holding
    Co. LLC (7.750% Cash or 8.500% PIK)</B> <BR>
    7.750% due 05/15/2022 (d)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Eldorado Resorts,
    Inc.</B> <BR>
    6.000% due 09/15/2026 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">440</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Envision Healthcare
    Corp.</B> <BR>
    8.750% due 10/15/2026 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">382</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">235</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Exela Intermediate
    LLC</B> <BR>
    10.000% due 07/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Fresh Market,
    Inc.</B> <BR>
    9.750% due 05/01/2023 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">350</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">205</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Full House Resorts,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.575%
    due 01/31/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.738%
    due 02/02/2024&nbsp;&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>General Electric
    Co.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000%
    due 01/21/2021 &bull;(i)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">53</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">50</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875%
    due 01/14/2038</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.150%
    due 08/07/2037</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
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<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875%
    due 01/10/2039</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Global Payments,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.200%
    due 08/15/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.150%
    due 08/15/2049</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Go Daddy Operating
    Co. LLC</B> <BR>
    5.250% due 12/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Hilton Domestic
    Operating Co., Inc.</B> <BR>
    4.875% due 01/15/2030</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>iHeartCommunications,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.375%
    due 05/01/2026 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">242</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">262</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.375%
    due 05/01/2027 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">453</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">492</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Installed Building
    Products, Inc.</B> <BR>
    5.750% due 02/01/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Kronos Acquisition
    Holdings, Inc.</B> <BR>
    9.000% due 08/15/2023 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">177</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Marriott Ownership
    Resorts, Inc.</B> <BR>
    4.750% due 01/15/2028 (c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Micron Technology,
    Inc.</B> <BR>
    5.327% due 02/06/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">33</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>NCR Corp.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750%
    due 09/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125%
    due 09/01/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Netflix, Inc.
    </B><BR>
    5.375% due 11/15/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Nexstar Escrow,
    Inc.</B> <BR>
    5.625% due 07/15/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">74</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">78</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Noble Holding
    International Ltd.</B> <BR>
    7.875% due 02/01/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Ortho-Clinical
    Diagnostics, Inc.</B> <BR>
    6.625% due 05/15/2022 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">60</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">59</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Par Pharmaceutical,
    Inc.</B> <BR>
    7.500% due 04/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Performance
    Food Group, Inc. </B><BR>
    5.500% due 10/15/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>PetSmart, Inc.
    </B><BR>
    5.875% due 06/01/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Prime Security
    Services Borrower LLC</B> <BR>
    5.750% due 04/15/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Qorvo, Inc.
    </B><BR>
    4.375% due 10/15/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Radiate Holdco
    LLC</B> <BR>
    6.875% due 02/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Spanish Broadcasting
    System, Inc.</B> <BR>
    12.500% due 04/15/2049^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,081</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,159</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Staples, Inc.
    </B><BR>
    7.500% due 04/15/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Tenet Healthcare
    Corp.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.625%
    due 09/01/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875%
    due 01/01/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Topaz Solar
    Farms LLC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875%
    due 09/30/2039</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">336</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">351</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750%
    due 09/30/2039 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,099</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,358</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Transocean Pontus
    Ltd.</B> <BR>
    6.125% due 08/01/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Trident TPI
    Holdings, Inc.</B> <BR>
    9.250% due 08/01/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Triumph Group,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875%
    due 04/01/2021</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250%
    due 06/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%
    due 09/15/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>UAL Pass-Through
    Trust</B> <BR>
    6.636% due 01/02/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">421</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">446</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Univision Communications,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125%
    due 05/15/2023 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">107</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">107</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125%
    due 02/15/2025 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">138</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">135</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ViaSat, Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%
    due 09/15/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625%
    due 04/15/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>VOC Escrow Ltd.
    </B><BR>
    5.000% due 02/15/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Wyndham Destinations,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.900%
    due 03/01/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750%
    due 04/01/2027 (l)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">178</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">193</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,800</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UTILITIES
    4.7%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Edison International</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.400%
    due 09/15/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.950%
    due 03/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750%
    due 06/15/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Frontier Communications
    Corp. </B><BR>
    8.000% due 04/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Pacific Gas
    &amp; Electric Co.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.450%
    due 08/15/2022 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">131</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">130</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.950%
    due 03/01/2026 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">211</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">209</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="margin-top: 0pt; text-align: center; margin-bottom: 0pt; font: normal 8pt Arial, Helvetica, Sans-Serif">&nbsp;</P></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
    <!-- Field: /Page -->

<P STYLE="margin: 0; text-indent: 0.25in">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.250%
    due 09/15/2021 ^(e)(l)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.250%
    due 06/15/2023 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.300%
    due 03/15/2027 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">132</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">131</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.400%
    due 08/15/2024 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">85</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">86</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.500%
    due 10/01/2020 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">388</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">391</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.500%
    due 06/15/2025 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">151</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">151</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.750%
    due 02/15/2024 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">86</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">87</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.750%
    due 08/15/2042 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.850%
    due 11/15/2023 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.000%
    due 12/01/2046 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.250%
    due 05/15/2021 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">373</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">376</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.300%
    due 03/15/2045 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.500%
    due 12/15/2041 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.600%
    due 06/15/2043 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.650%
    due 08/01/2028 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">227</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">242</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.750%
    due 02/15/2044 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">157</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">167</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125%
    due 11/15/2043 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">244</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">266</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.400%
    due 01/15/2040 ^(e)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.800%
    due 03/01/2037 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">644</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">729</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.050%
    due 03/01/2034 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">323</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">368</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%
    due 03/01/2039 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">129</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">150</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.350%
    due 02/15/2038 ^(e)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">57</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">67</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Southern California
    Edison Co.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.650%
    due 03/01/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750%
    due 04/01/2035</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.650%
    due 04/01/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Sprint Corp.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625%
    due 02/15/2025 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">394</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">434</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625%
    due 03/01/2026 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">954</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,055</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Talen Energy
    Supply LLC</B> <BR>
    6.625% due 01/15/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Transocean Poseidon
    Ltd.</B> <BR>
    6.875% due 02/01/2027</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,431</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Corporate Bonds &amp; Notes (Cost $28,354)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28,956</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CONVERTIBLE
    BONDS &amp; NOTES 0.0%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INDUSTRIALS
    0.0%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Caesars Entertainment
    Corp. </B><BR>
    5.000% due 10/01/2024</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Convertible Bonds &amp; Notes (Cost $51)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MUNICIPAL
    BONDS &amp; NOTES 0.7%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WEST
    VIRGINIA 0.7%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Tobacco Settlement
    Finance Authority, West Virginia Revenue Bonds, Series 2007</B> <BR>
    7.467% due 06/01/2047</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">785</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">813</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Municipal Bonds &amp; Notes (Cost $741)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">813</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S.
    GOVERNMENT AGENCIES 4.5%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Fannie Mae</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.568%
    due 07/25/2029 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">170</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">179</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.768%
    due 07/25/2029 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">230</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">272</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Freddie Mac</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 02/25/2046 - 11/25/2050 (b)(g)(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,391</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,771</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.100%
    due 05/25/2020 - 11/25/2050 (a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">41,405</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">96</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.662%
    due 01/25/2021 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,495</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.793%
    due 10/25/2020 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,041</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">38</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.079%
    due 11/25/2045 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">144</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.615%
    due 06/25/2041 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,500</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">599</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.256%
    due 04/25/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,300</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,251</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.168%
    due 10/25/2029 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">250</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">289</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.568%
    due 12/25/2027 &bull;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">447</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">540</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    U.S. Government Agencies (Cost $4,645)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,194</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NON-AGENCY
    MORTGAGE-BACKED SECURITIES 41.3%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Adjustable Rate
    Mortgage Trust </B><BR>
    4.322% due 01/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">144</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">138</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Banc of America
    Alternative Loan Trust</B> <BR>
    6.022% due 04/25/2037 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">160</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">163</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Banc of America
    Funding Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.752%
    due 12/20/2034 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">289</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">246</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.465%
    due 03/20/2036 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">85</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">82</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.806%
    due 03/25/2037 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">85</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">87</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000%
    due 10/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">529</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">436</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Banc of America
    Mortgage Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.666%
    due 06/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">96</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.154%
    due 06/20/2031 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">368</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">384</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
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<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0; text-indent: 0.25in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Bancorp Commercial
    Mortgage Trust</B> <BR>
    5.778% due 08/15/2032 &bull;(l)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,300</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,329</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BCAP LLC Trust
    </B><BR>
    2.372% due 07/26/2036 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">87</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">75</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Bear Stearns
    ALT-A Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.188%
    due 04/25/2037 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">662</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">531</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.753%
    due 05/25/2036 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">39</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.786%
    due 05/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">214</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">205</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.825%
    due 11/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">678</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">567</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.879%
    due 07/25/2035 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">142</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">126</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.945%
    due 08/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">344</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">344</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.962%
    due 08/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">263</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">178</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.324%
    due 01/25/2047 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">38</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.383%
    due 09/25/2034 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">95</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">96</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Bear Stearns
    Commercial Mortgage Securities Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.657%
    due 10/12/2041 ~(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">863</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">895</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.919%
    due 04/12/2038 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">41</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BRAD Resecuritization
    Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.190%
    due 03/12/2021 &laquo;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,697</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">43</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.550%
    due 03/12/2021 &laquo;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">317</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">317</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CBA Commercial
    Small Balance Commercial Mortgage</B> <BR>
    5.540% due 01/25/2039 ^&thorn;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">275</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">229</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CD Commercial
    Mortgage Trust </B><BR>
    5.398% due 12/11/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CD Mortgage
    Trust</B> <BR>
    5.688% due 10/15/2048 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,312</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">679</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Chase Mortgage
    Finance Trust </B><BR>
    6.000% due 03/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">233</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">181</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Citigroup Commercial
    Mortgage Trust</B> <BR>
    5.776% due 12/10/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">675</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">442</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Citigroup Mortgage
    Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.296%
    due 11/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,780</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,410</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.329%
    due 11/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">87</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">86</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.203%
    due 08/25/2035 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">57</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250%
    due 11/25/2037 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">867</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">631</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Citigroup Mortgage
    Loan Trust, Inc.</B> <BR>
    3.942% due 10/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">484</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">369</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Citigroup Mortgage
    Loan Trust, Inc. Mortgage Pass-Through Certificates</B> <BR>
    4.096% due 09/25/2035 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">133</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CitiMortgage
    Alternative Loan Trust</B> <BR>
    5.500% due 04/25/2022 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Commercial Mortgage
    Lease-Backed Certificates</B> <BR>
    6.250% due 06/20/2031 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,700</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,737</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Commercial Mortgage
    Loan Trust </B><BR>
    6.236% due 12/10/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">794</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">521</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Commercial Mortgage
    Trust</B> <BR>
    6.304% due 07/10/2046 ~(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">690</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">705</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Countrywide
    Alternative Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.298%
    due 02/25/2037 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">217</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">202</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.308%
    due 02/25/2036 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">671</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">573</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.568%
    due 10/25/2037 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,447</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,423</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.446%
    due 12/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,179</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,094</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%
    due 03/25/2035</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">525</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">383</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 11/25/2035 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">175</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">58</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 04/25/2036 ^(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,909</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,322</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Countrywide
    Home Loan Mortgage Pass-Through Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.658%
    due 03/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">134</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.711%
    due 02/20/2036 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.816%
    due 09/20/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">108</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">96</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.864%
    due 09/25/2047 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">370</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">355</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.888%
    due 03/25/2046 ^&bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">669</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">460</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 05/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">273</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">210</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Credit Suisse
    First Boston Mortgage Securities Corp.</B> <BR>
    7.000% due 02/25/2033</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">53</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">59</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Credit Suisse
    Mortgage Capital Certificates</B> <BR>
    2.766% (LIBOR01M) due 11/30/2037 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,900</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,637</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Credit Suisse
    Mortgage Capital Mortgage-Backed Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.896%
    due 04/25/2036 &thorn;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">227</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">172</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 07/25/2036</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,146</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">935</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500%
    due 05/25/2036 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">171</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>First Horizon
    Alternative Mortgage Securities Trust</B> <BR>
    4.182% due 08/25/2035 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GE Commercial
    Mortgage Corp. Trust</B> <BR>
    5.606% due 12/10/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">312</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">262</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GS Mortgage
    Securities Corp. Trust</B> <BR>
    4.744% due 10/10/2032 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">900</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">890</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GS Mortgage
    Securities Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.471%
    due 08/10/2043 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,173</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">95</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.355%
    due 05/10/2045 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,695</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">123</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.622%
    due 11/10/2039</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">581</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">513</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GSR Mortgage
    Loan Trust</B> <BR>
    4.120% due 03/25/2047 ^~(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,043</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">934</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>HarborView Mortgage
    Loan Trust </B><BR>
    2.557% due 01/19/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">634</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">508</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>IndyMac Mortgage
    Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.818%
    due 11/25/2034 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">103</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
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<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.590%
    due 05/25/2036 ~</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">141</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">103</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.390%
    due 06/25/2037 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">253</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">234</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPMorgan Alternative
    Loan Trust </B><BR>
    6.500% due 03/25/2036 ^(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,108</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">936</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPMorgan Chase
    Commercial Mortgage Securities Corp.</B> <BR>
    1.952% due 03/12/2039 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">177</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPMorgan Chase
    Commercial Mortgage Securities Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.606%
    due 02/15/2046 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56,907</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">366</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.411%
    due 05/15/2047</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,546</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,829</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.927%
    due 01/12/2043 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">43</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">43</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPMorgan Mortgage
    Trust</B> <BR>
    4.660% due 07/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">53</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">55</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LB-UBS Commercial
    Mortgage Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.350%
    due 09/15/2040 ~(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">401</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">403</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.407%
    due 11/15/2038 ^(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">308</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">220</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.562%
    due 02/15/2040 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">125</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">76</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.981%
    due 02/15/2040 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">118</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">118</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Lehman Mortgage
    Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000%
    due 08/25/2021 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">94</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">93</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.726%
    due 04/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">147</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">130</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 05/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">297</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">301</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MASTR Adjustable
    Rate Mortgages Trust</B> <BR>
    4.210% due 11/25/2035 ^~(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">368</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">291</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MASTR Asset
    Securitization Trust </B><BR>
    6.000% due 06/25/2036 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">357</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">336</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Merrill Lynch
    Mortgage Investors Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.438%
    due 07/25/2030 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">57</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.678%
    due 11/25/2029 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">84</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">83</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.654%
    due 11/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">111</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">114</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Morgan Stanley
    Capital Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.501%
    due 11/12/2049 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,452</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.399%
    due 12/15/2043 (l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">256</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">195</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Morgan Stanley
    Mortgage Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.350%
    due 01/25/2035 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">229</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">189</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 08/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">227</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">175</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Morgan Stanley
    Resecuritization Trust</B> <BR>
    4.606% due 03/26/2037 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,717</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,555</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Mortgage Equity
    Conversion Asset Trust</B> <BR>
    4.000% due 07/25/2060</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">179</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">174</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Motel 6 Trust
    </B><BR>
    8.954% due 08/15/2024 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,344</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,369</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Regal Trust
    </B><BR>
    2.644% due 09/29/2031 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Residential
    Accredit Loans, Inc. Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.914%
    due 01/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">318</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">291</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 08/25/2035 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">240</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">243</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000%
    due 06/25/2036 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">137</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">128</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500%
    due 09/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">227</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">223</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Residential
    Asset Securitization Trust</B> <BR>
    6.000% due 03/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">211</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">122</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Residential
    Funding Mortgage Securities, Inc. Trust</B> <BR>
    6.000% due 06/25/2036 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">208</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">206</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Structured Adjustable
    Rate Mortgage Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.032%
    due 04/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">294</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">248</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.246%
    due 01/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">286</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">215</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.448%
    due 09/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">114</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">106</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Structured Asset
    Mortgage Investments Trust</B> <BR>
    2.228% due 08/25/2036 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">748</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">709</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TBW Mortgage-Backed
    Trust</B> <BR>
    6.000% due 07/25/2036 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">139</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">102</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Wachovia Bank
    Commercial Mortgage Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.894%
    due 10/15/2041 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">718</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.720%
    due 10/15/2048 ~(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,827</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,794</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>WaMu Mortgage
    Pass-Through Certificates Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.508%
    due 06/25/2044 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">411</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">412</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.655%
    due 11/25/2046 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">432</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">435</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.823%
    due 12/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">302</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">303</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Washington Mutual
    Mortgage Pass-Through Certificates Trust</B> <BR>
    6.500% due 08/25/2036 ^(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,171</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">910</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Wells Fargo
    Alternative Loan Trust</B> <BR>
    5.500% due 07/25/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Wells Fargo-RBS
    Commercial Mortgage Trust</B> <BR>
    0.970% due 02/15/2044 ~(a)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,818</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">112</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Non-Agency Mortgage-Backed Securities (Cost $44,725)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">48,305</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ASSET-BACKED
    SECURITIES 68.2%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Asset-Backed
    Securities Corp. Home Equity Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.113%
    due 02/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,322</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,345</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.743%
    due 12/25/2034 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,554</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,569</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.296%
    due 06/21/2029 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">97</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">95</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Bayview Financial
    Acquisition Trust</B> <BR>
    2.324% due 12/28/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">58</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">58</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Bear Stearns
    Asset-Backed Securities Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.398%
    due 04/25/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,168</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,723</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.398%
    due 06/25/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
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<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.349%
    due 07/25/2036 ~</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">307</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">309</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500%
    due 12/25/2035</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">38</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">34</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Bombardier Capital
    Mortgage Securitization Corp.</B> <BR>
    7.830% due 06/15/2030 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,185</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">412</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Centex Home
    Equity Loan Trust </B><BR>
    2.768% due 01/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,643</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,627</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Chrysler Capital
    Auto Receivables Trust</B> <BR>
    0.000% due 01/16/2023 &laquo;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">330</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Citigroup Mortgage
    Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.178%
    due 12/25/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,534</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,066</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.238%
    due 12/25/2036 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">839</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">432</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.468%
    due 11/25/2045 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,963</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,955</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.718%
    due 11/25/2046 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,900</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,533</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Citigroup Mortgage
    Loan Trust, Inc.</B> <BR>
    2.278% due 03/25/2037 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,419</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,163</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Conseco Finance
    Securitizations Corp.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.960%
    due 05/01/2031</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">349</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">192</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.163%
    due 03/01/2033 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">814</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">754</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Countrywide
    Asset-Backed Certificates</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.148%
    due 12/25/2036 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,106</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,043</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.158%
    due 06/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,288</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,090</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.158%
    due 06/25/2047 ^&bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,472</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,212</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.168%
    due 04/25/2047 ^&bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">811</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">784</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.218%
    due 06/25/2037 ^&bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">734</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">671</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.258%
    due 05/25/2036 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,403</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,485</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.668%
    due 06/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,945</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Countrywide
    Asset-Backed Certificates Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.288%
    due 09/25/2046 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,642</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,509</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.893%
    due 10/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,215</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,815</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Crecera Americas
    LLC</B> <BR>
    5.563% due 08/31/2020 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,900</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,903</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>EMC Mortgage
    Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.068%
    due 05/25/2040 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">424</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">434</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.318%
    due 02/25/2041 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">307</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">305</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Fremont Home
    Loan Trust</B> <BR>
    2.198% due 04/25/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">745</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">723</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GE Capital Mortgage
    Services, Inc. Trust</B> <BR>
    6.705% due 04/25/2029 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">71</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">61</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GSAMP Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.768%
    due 12/25/2034 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,201</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,499</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.818%
    due 06/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,200</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,177</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Harley Marine
    Financing LLC </B><BR>
    7.869% due 05/15/2043 &laquo;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">425</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Home Equity
    Mortgage Loan Asset-Backed Trust</B> <BR>
    2.258% due 04/25/2037 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,461</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,364</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>HSI Asset Securitization
    Corp. Trust</B> <BR>
    2.128% due 04/25/2037 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,625</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,399</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Marlette Funding
    Trust</B> <BR>
    0.000% due 07/16/2029 &laquo;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">905</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MASTR Asset-Backed
    Securities Trust</B> <BR>
    2.128% due 08/25/2036 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,135</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,636</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Morgan Stanley
    ABS Capital, Inc. Trust</B> <BR>
    2.798% due 12/25/2034 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">154</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">149</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Morgan Stanley
    Home Equity Loan Trust</B> <BR>
    3.083% due 05/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,913</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,370</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>National Collegiate
    Commutation Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 03/25/2038</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">440</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 03/25/2038 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,400</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">966</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>People's Financial
    Realty Mortgage Securities Trust</B> <BR>
    2.148% due 09/25/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,492</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">418</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Renaissance
    Home Equity Loan Trust</B> <BR>
    7.238% due 09/25/2037 ^&thorn;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,871</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,262</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Residential
    Asset Securities Corp. Trust</B> <BR>
    2.708% due 08/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,350</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,170</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Securitized
    Asset-Backed Receivables LLC Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.468%
    due 10/25/2035 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,500</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,400</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.790%
    due 01/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">935</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">931</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SoFi Consumer
    Loan Program LLC </B><BR>
    0.000% due 11/25/2026 &laquo;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">22</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,243</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SoFi Professional
    Loan Program LLC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 03/25/2036 &laquo;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">90</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 01/25/2039 (g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">317</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 05/25/2040 (g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">391</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000%
    due 09/25/2040 (g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">339</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">184</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Structured Asset
    Investment Loan Trust</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.743%
    due 10/25/2034 &bull;(l)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,986</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,033</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.518%
    due 10/25/2033 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">71</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>UCFC Manufactured
    Housing Contract </B><BR>
    7.900% due 01/15/2028 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">281</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">278</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="margin-top: 0pt; text-align: center; margin-bottom: 0pt; font: normal 8pt Arial, Helvetica, Sans-Serif">&nbsp;</P></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
    <!-- Field: /Page -->

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
    <TD STYLE="vertical-align: bottom; width: 75%; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>UPS Capital
    Business Credit </B><BR>
    7.945% due 04/15/2026 &laquo;&bull;</FONT></TD>
    <TD STYLE="width: 1%; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,856</FONT></TD>
    <TD STYLE="width: 1%; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Asset-Backed Securities (Cost $73,085)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">79,697</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SHARES</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">COMMON
    STOCKS 1.5%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">COMMUNICATION
    SERVICES 0.3%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Clear Channel
    Outdoor Holdings, Inc. (f)</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">108,013</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">272</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>iHeartMedia,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">83</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>iHeartMedia,
    Inc. 'A' (f)</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,080</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">91</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">365</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CONSUMER
    DISCRETIONARY 0.7%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Caesars Entertainment
    Corp. (f)</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">71,398</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">833</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ENERGY
    0.0%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Forbes Energy
    Services Ltd. (f)(j)</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">35,625</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INDUSTRIALS
    0.1%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Westmoreland
    Mining Holdings LLC &laquo;(j)</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,231</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UTILITIES
    0.4%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TexGen Power
    LLC &laquo;</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,914</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">436</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Common Stocks (Cost $3,931)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,770</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WARRANTS
    0.7%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">COMMUNICATION
    SERVICES 0.5%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>iHeartMedia,
    Inc.</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">39,591</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">594</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INDUSTRIALS
    0.2%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Sequa Corp.
    - Exp. 04/28/2024 &laquo;</B></FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">118,000</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">187</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Warrants (Cost $876)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">781</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PREFERRED
    SECURITIES 2.5%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INDUSTRIALS
    2.5%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Sequa Corp.
    (12.000% PIK)</B><BR>
    12.000% &laquo;(d)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,664</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,948</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Preferred Securities (Cost $2,094)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,948</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">REAL
    ESTATE INVESTMENT TRUSTS 2.0%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">REAL
    ESTATE 2.0%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>VICI Properties,
    Inc.</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">104,988</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,378</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Real Estate Investment Trusts (Cost $1,538)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,378</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SHORT-TERM
    INSTRUMENTS 4.8%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 1pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">REPURCHASE
    AGREEMENTS (k) 4.2%</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; border-bottom: Black 1pt dotted; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt; font-weight: normal">4,914</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL<BR>
    AMOUNT<BR>
    (000s)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 12pt; padding-bottom: 6pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S.
    TREASURY BILLS 0.6%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; padding-bottom: 6pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.914% due 10/22/2019
    (g)(h)(o)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">741</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">740</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Short-Term Instruments (Cost $5,654)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,654</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Investments in Securities (Cost $179,562)</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">189,139</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Investments 161.8% (Cost $179,562)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">189,139</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial
    Derivative Instruments (m)(n) (0.3)</B>%(Cost or Premiums, net $152)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(396)</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Other
    Assets and Liabilities, net (61.5)%</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt dotted; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(71,842)</FONT></TD>
    </TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net
    Assets Applicable to Common Shareholders 100.0%</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116,901</FONT></TD>
    </TR>
</TABLE>


<P STYLE="margin-top: 0; margin-bottom: 0"></P>

<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT></P>

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<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>

<P STYLE="font: 7pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>NOTES
TO SCHEDULE OF INVESTMENTS: </B></FONT></P>

<P STYLE="font: 7pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"></FONT></P>

<P STYLE="font: 7pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 7pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><P STYLE="font: 7pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>*
                                                A zero balance may reflect actual amounts rounding to less than one thousand.</B></FONT></P>

</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&curren;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>The
    geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation
    of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>^</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Security
    is in default.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&laquo;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Security
    valued using significant unobservable inputs (Level 3).</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>~</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Variable
    or Floating rate security.&nbsp;&nbsp;Rate shown is the rate in effect as of period end.&nbsp;&nbsp;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.&nbsp;&nbsp;Reference rate is as of reset date, which may vary by security.&nbsp;&nbsp;These
    securities may not indicate a reference rate and/or spread in their description.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&bull;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><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
    description.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&thorn;</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><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 end.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(a)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Interest
    only security.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(b)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Principal
    only security.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(c)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>When-issued
    security.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(d)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Payment
    in-kind security.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(e)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Security
    is not accruing income as of the date of this report.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(f)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Security
    did not produce income within the last twelve months.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(g)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Zero
    coupon security.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(h)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Coupon
    represents a yield to maturity.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(i)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Perpetual
    maturity; date shown, if applicable, represents next contractual call date.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(j)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RESTRICTED
    SECURITIES:</B></FONT></TD></TR>
</TABLE>


<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Arial Narrow, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">Issuer Description</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted; padding-right: 5pt"><FONT STYLE="font-size: 8pt">Acquisition<BR>
    Date</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">Cost</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">Market<BR> Value</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">Market Value<BR> as
    Percentage<BR> of Net Assets</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 50%; text-align: left"><FONT STYLE="font-size: 8pt">Forbes Energy Services Ltd.</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: right; padding-right: 5pt"><FONT STYLE="font-size: 8pt">07/29/2014</FONT></TD><TD STYLE="width: 2%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 9%; text-align: right"><FONT STYLE="font-size: 8pt">1,769</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 9%; text-align: right"><FONT STYLE="font-size: 8pt">21</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 10%; text-align: right"><FONT STYLE="font-size: 8pt">0.02</FONT></TD><TD STYLE="width: 2%; text-align: left"><FONT STYLE="font-size: 8pt">%</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">Piper Jaffray Cos.4.740% due 10/15/2021</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt"><FONT STYLE="font-size: 8pt">09/19/2019</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">201</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">0.17</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">Piper Jaffray Cos.5.200% due 10/15/2023</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt"><FONT STYLE="font-size: 8pt">09/19/2019</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">900</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">903</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">0.77</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">Westmoreland Mining Holdings LLC</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt"><FONT STYLE="font-size: 8pt">12/08/2014</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">269</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">115</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">0.10</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt dotted"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">3,138</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">1,240</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">1.06</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">%</FONT></TD></TR>
</TABLE>



<P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BORROWINGS
AND OTHER FINANCING TRANSACTIONS</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0; width: 100%"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 3%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(k)</B></FONT></TD><TD STYLE="text-align: justify; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>REPURCHASE
AGREEMENTS:</B></FONT></TD>
</TR></TABLE>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 10%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Counterparty</FONT></TD>
    <TD STYLE="text-align: center; width: 7%; padding-right: 3pt; padding-left: 3pt; border-bottom: Black 1pt dotted; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lending<BR>
    Rate</FONT></TD>
    <TD STYLE="text-align: center; width: 8%; padding-right: 3pt; padding-left: 3pt; border-bottom: Black 1pt dotted; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Settlement<BR>
    Date</FONT></TD>
    <TD STYLE="text-align: center; width: 8%; padding-right: 3pt; padding-left: 3pt; border-bottom: Black 1pt dotted; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity<BR>
    Date</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 6%; border-bottom: Black 1pt dotted; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Principal<BR>
    Amount</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.05in; width: 23%; border-bottom: Black 1pt dotted; padding-right: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Collateralized
    By</FONT></TD>
    <TD STYLE="width: 2%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; width: 9%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Collateral<BR>
    (Received)</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; width: 9%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Repurchase<BR>
    Agreements,<BR>
    at Value</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; width: 10%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Repurchase<BR>
    Agreement<BR>
    Proceeds<BR>
    to be<BR>
    Received<SUP>(1)</SUP></FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="white-space: nowrap; vertical-align: top; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FICC</FONT></TD>
    <TD STYLE="text-align: center; padding-right: 3pt; padding-left: 3pt; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.500%
    </FONT></TD>
    <TD STYLE="text-align: center; padding-right: 3pt; padding-left: 3pt; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/30/2019</FONT></TD>
    <TD STYLE="text-align: center; padding-right: 3pt; padding-left: 3pt; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/01/2019</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">614</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.05in; padding-right: 3pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S. Treasury Notes
    2.250% due 03/31/2021</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(630)</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">614</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">614</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="white-space: nowrap; vertical-align: top; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RDR</FONT></TD>
    <TD STYLE="text-align: center; padding-right: 3pt; padding-left: 3pt; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.250
    </FONT></TD>
    <TD STYLE="text-align: center; padding-right: 3pt; padding-left: 3pt; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/30/2019</FONT></TD>
    <TD STYLE="text-align: center; padding-right: 3pt; padding-left: 3pt; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/01/2019</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,300</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.05in; padding-right: 3pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S. Treasury Notes
    2.000% due 12/31/2021</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4,392)</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,300</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: top; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,300</FONT></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total
    Repurchase Agreements</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(5,022)</B></FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>4,914</B></FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>4,914</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>REVERSE
REPURCHASE AGREEMENTS:</B></FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 29%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Counterparty</FONT></TD>
    <TD STYLE="width: 1%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Borrowing
    Rate<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="width: 2%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Settlement
    Date</FONT></TD>
    <TD STYLE="width: 2%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity
    Date</FONT></TD>
    <TD STYLE="width: 2%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amount<BR>
    Borrowed<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="width: 2%; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payable
    for<BR>
    Reverse<BR>
    Repurchase<BR>
    Agreements</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BNY</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.899%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/09/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/15/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(7,039)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(7,052)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BOS</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.963</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/12/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/11/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(79)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(79)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.233</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/24/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/24/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(5,494)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(5,528)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BPS</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.690</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/09/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/22/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(197)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(197)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BRC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.137</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/03/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/02/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(158)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(158)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.239</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/05/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/05/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,316)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,328)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CEW</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.600</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/23/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/22/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(277)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(277)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CIW</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.450</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/23/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/15/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(39)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(39)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DBL</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.877</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/05/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/05/2020</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(314)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(315)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPS</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.870</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/05/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/06/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,866)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,872)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NOM</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.640</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/03/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/04/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(195)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(196)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.259</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/22/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/22/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,275)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,283)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.390</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/06/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/06/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,269)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,276)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RDR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.300</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/04/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/04/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(689)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(690)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RTA</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.453</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/13/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/15/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,672)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,675)</FONT></TD>
    </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="margin-top: 0pt; text-align: center; margin-bottom: 0pt; font: normal 8pt Arial, Helvetica, Sans-Serif">&nbsp;</P></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
    <!-- Field: /Page -->

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 30%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; width: 12%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.124</FONT></TD>
    <TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; width: 12%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/12/2019</FONT></TD>
    <TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 12%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/12/2019</FONT></TD>
    <TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 12%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4,365)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 12%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4,372)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.135</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/08/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/06/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,959)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,973)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.189</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/07/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/07/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(10,057)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(10,106)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.206</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/31/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/31/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,680)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,689)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SOG</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.710</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/16/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/15/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,411)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,416)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.125</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/14/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/14/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(312)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(313)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.253</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/17/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/17/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,376)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,392)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.290</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/10/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/10/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(766)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(772)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UBS</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.500</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/23/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD<SUP>(3)</SUP></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,518)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,519)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.559</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/09/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/08/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4,432)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4,439)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.570</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/13/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/13/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,380)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,383)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.600</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/21/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/21/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(846)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(849)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.600</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/09/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/22/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(355)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(356)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.610</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/22/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/14/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(839)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(842)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.631</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/09/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/07/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(69)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(69)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.740</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/05/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/05/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,622)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,629)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.035</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/03/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/06/2020</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3,063)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3,063)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.090</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/04/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/04/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,652)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,656)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.130</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/13/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/13/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3,326)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3,340)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.137</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/07/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/07/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,517)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,524)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.260</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/03/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/03/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3,139)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3,165)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Reverse Repurchase Agreements</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(74,832)</B></FONT></TD>
    </TR>
</TABLE>


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

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"></FONT></P>



<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR>
    <TD STYLE="vertical-align: top; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(l)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Securities
    with an aggregate market value of $91,208 have been pledged as collateral under the terms of master agreements as of September
    30, 2019.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Includes accrued
    interest.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">The average amount
    of borrowings outstanding during the period ended September 30, 2019 was $(70,205) at a weighted average interest rate of
    3.203%.&nbsp;&nbsp;Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during
    the period.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Open maturity reverse
    repurchase agreement.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(m)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FINANCIAL DERIVATIVE
    INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SWAP
AGREEMENTS:</B></FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CREDIT
DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<SUP>(1)</SUP></B></FONT></P>

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    <TD COLSPAN="6" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Variation
    Margin</U></FONT></TD></TR>
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    <TD STYLE="padding-right: 5pt; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Reference Entity</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 3pt; padding-left: 3pt; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed <BR>
    Receive Rate</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 3pt; padding-left: 3pt; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment<BR>
    Frequency</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt; padding-left: 5pt; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity<BR>
    Date</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 5pt; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Implied<BR>
    Credit Spread at<BR>
    September 30, 2019<SUP>(2)</SUP></FONT></TD>
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    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional<BR>
    Amount<SUP>(3)</SUP></FONT></TD>
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    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Premiums<BR>
    Paid/<BR>
    (Received)</FONT></TD>
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    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unrealized<BR>
    Appreciation/<BR>
    (Depreciation)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Market<BR>
    Value<SUP>(4)</SUP></FONT></TD>
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    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liability</FONT></TD></TR>
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    <TD STYLE="width: 16%; padding-right: 5pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Frontier Communications
    Corp.</FONT></TD>
    <TD STYLE="text-align: right; width: 8%; padding-right: 3pt; padding-left: 3pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000%</FONT></TD>
    <TD STYLE="text-align: right; width: 7%; padding-right: 3pt; padding-left: 3pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Quarterly</FONT></TD>
    <TD STYLE="text-align: right; width: 7%; padding-right: 5pt; padding-left: 5pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2020</FONT></TD>
    <TD STYLE="text-align: right; width: 8%; padding-left: 5pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">175.493</FONT></TD>
    <TD STYLE="width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">%</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 7%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">590</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 7%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(33)</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 8%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(260)</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 7%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(293)</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 6%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 6%; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(8)</FONT></TD></TR>
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    <TD STYLE="padding-right: 5pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sprint Communications, Inc.</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 3pt; padding-left: 3pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 3pt; padding-left: 3pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Quarterly</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt; padding-left: 5pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/20/2021</FONT></TD>
    <TD STYLE="text-align: right; padding-left: 5pt; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.850</FONT></TD>
    <TD STYLE="white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28</FONT></TD>
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    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
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    <TD STYLE="text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD></TR>
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    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(24)</FONT></TD>
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    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(241)</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(265)</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(8)</FONT></TD></TR>
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<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><B>&nbsp;</B></P>

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<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>INTEREST
RATE SWAPS &nbsp;</B></FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
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    <TD STYLE="width: 13%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
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    <TD STYLE="text-align: right; width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
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    <TD STYLE="text-align: right; width: 7%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
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    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 7%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 7%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Variation
    Margin</U></FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt dotted"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay/<BR> Receive<BR> Floating</FONT></P>
                                                <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rate</FONT></P></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Floating Rate Index</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed Rate</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment<BR>
    Frequency</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity<BR>
    Date</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional<BR>
    Amount</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Premiums<BR>
    Paid/<BR>
    (Received)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unrealized<BR>
    Appreciation/<BR>
    (Depreciation)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Market<BR>
    Value</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liability</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.750%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/19/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,300</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(131)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,008</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">877</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(3)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.750</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/21/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,300</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">606</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(162)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">444</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(7)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.750</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/21/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,200</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">77</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(14)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">63</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/19/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,800</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">630</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">444</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,074</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Receive</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/19/2038</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,069)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,039)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(5)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Receive</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.500</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2048</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(82)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(57)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Receive<SUP>(5)</SUP></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.000</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/15/2050</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(6)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(7)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Receive<SUP>(5)</SUP></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.625</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/16/2050</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Receive<SUP>(5)</SUP></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.750</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/22/2050</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">700</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(6)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Receive<SUP>(5)</SUP></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3-Month USD-LIBOR</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.625</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Semi-Annual</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/03/2050</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,229</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(869)</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">360</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(20)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="9"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total Swap Agreements</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>1,205</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(1,110)</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>95</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>0</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(28)</B></FONT></TD>
    </TR>
</TABLE>


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

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Cash
of $1,403 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September
30, 2019.</B></FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR>
    <TD STYLE="vertical-align: top; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">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) 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) 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 index.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Implied credit
    spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on&nbsp;&nbsp;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.&nbsp;&nbsp;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.&nbsp;&nbsp;Wider
    credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default
    or other credit event occurring as defined under the terms of the agreement.</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt">&nbsp;</DIV>
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<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR>
    <TD STYLE="vertical-align: top; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">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 agreement.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(4)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">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.&nbsp;&nbsp;Increasing market values, in absolute terms when compared
    to the notional amount of the swap, represent a deterioration of the referenced indices' credit soundness and a greater likelihood
    or risk of default or other credit event occurring as defined under the terms of the agreement.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(5)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">This instrument
    has a forward starting effective date.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(n)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FINANCIAL DERIVATIVE
    INSTRUMENTS: OVER THE COUNTER</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SWAP
AGREEMENTS:</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL PROTECTION<SUP>(1)</SUP></FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="14"></TD>
    <TD COLSPAN="6" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Swap
    Agreements, at Value</U><SUP>(3)</SUP></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Counterparty</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Index/Tranches</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed <BR>
    Receive Rate</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment<BR>
    Frequency</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity<BR>
    Date</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted; padding-right: 5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional<BR>
    Amount<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Premiums<BR>
    Paid/(Received)</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unrealized<BR>
    Appreciation/<BR>
    (Depreciation)</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liability</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GST</FONT></TD>
    <TD STYLE="width: 16%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ABX.HE.AA.6-1 Index </FONT></TD>
    <TD STYLE="text-align: right; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.320%</FONT></TD>
    <TD STYLE="text-align: right; width: 7%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Monthly</FONT></TD>
    <TD STYLE="text-align: right; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/25/2045</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 8%; padding-right: 5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,293</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 9%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(854)</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 9%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">619</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; width: 9%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(235)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ABX.HE.PENAAA.7-1 Index </FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.090</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Monthly</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/25/2037</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; padding-right: 5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,027</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(199)</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">66</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(133)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total
    Swap Agreements</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(1,053)</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>685</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>0</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(368)</B></FONT></TD></TR>
</TABLE>


<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR>
    <TD STYLE="vertical-align: top; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(o)</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Securities
    with an aggregate market value of $740 have been pledged as collateral for financial derivative instruments as governed by
    International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2019.</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">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) 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) 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 index.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">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 agreement.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">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.&nbsp;&nbsp;Increasing market values, in absolute terms when compared
    to the notional amount of the swap, represent a deterioration of the referenced indices' credit soundness and a greater likelihood
    or risk of default or other credit event occurring as defined under the terms of the agreement.</FONT></TD></TR>
</TABLE>
<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FAIR
VALUE MEASUREMENTS</FONT></P>

<P STYLE="font: bold 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>The
following is a summary of the fair valuations according to the inputs used as of September 30, 2019 in valuing the Fund's assets
and liabilities</B>:</FONT></P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 95%; font: 10pt Arial Narrow, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Category
    and Subcategory</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Level
    1</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Level
    2</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Level
    3</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fair
    Value<BR> at 09/30/2019</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Investments
    in Securities, at Value</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 38%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Loan Participations
    and Assignments</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,262</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">334</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,596</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate Bonds &amp;
    Notes</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Banking
    &amp; Finance</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,621</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,104</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,725</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,800</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,800</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Utilities</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,431</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,431</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Convertible Bonds &amp;
    Notes</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Municipal Bonds &amp;
    Notes</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">West
    Virginia</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">813</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">813</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S. Government Agencies</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,194</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,194</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Non-Agency Mortgage-Backed
    Securities</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47,945</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">360</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">48,305</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed Securities</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">76,704</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,993</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">79,697</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Common Stocks</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Communication
    Services</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">363</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">365</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Consumer
    Discretionary</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">833</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">833</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Energy</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Utilities</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">436</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">436</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Warrants</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Communication
    Services</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">594</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">594</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">187</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">187</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Preferred Securities</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,948</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,948</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Real Estate Investment
    Trusts</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Real
    Estate</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,378</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,378</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Short-Term Instruments</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Repurchase
    Agreements</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,914</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,914</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S.
    Treasury Bills</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">740</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">740</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Investments</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,595</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">177,067</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,477</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">189,139</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Financial
    Derivative Instruments - Liabilities</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exchange-traded or centrally
    cleared</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(28</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(28</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Over the counter</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(368</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(368</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(396</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(396</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Financial Derivative
    Instruments</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(396</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(396</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<P STYLE="margin: 0"></P>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 83%; font: 7pt Arial Narrow, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments&nbsp;&nbsp;PIMCO PCM Fund, Inc.<SUP>&nbsp;&nbsp;</SUP>(Cont.)</FONT></TD>
    <TD STYLE="width: 17%"><P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">September
                           30, 2019&nbsp;</FONT></P>
        <P STYLE="font: 8pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)&nbsp;</FONT></P></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 95%; font: 10pt Arial Narrow, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; width: 38%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Totals</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,595</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">176,671</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,477</FONT></TD><TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">188,743</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>




<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT><BR><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>The
following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period
ended September 30, 2019:</B></FONT></P>

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Category
    and <BR>
    Subcategory</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Beginning<BR>
    Balance<BR> at 06/30/2019</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Net<BR>
    Purchases</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Net<BR>
    Sales/Settlements</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Accrued<BR>
    Discounts/<BR> (Premiums)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Realized<BR>
    Gain/(Loss)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Net
    Change in<BR> Unrealized<BR>
    Appreciation/<BR> (Depreciation)<SUP>(1)</SUP></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Transfers
    into<BR> Level 3</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Transfers
    out<BR> of Level 3</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Ending<BR>
    Balance<BR> at 09/30/2019</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="border-bottom: Black 1pt dotted; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Net
    Change in<BR> Unrealized<BR>
    Appreciation/<BR> (Depreciation)<BR> on Investments<BR> Held at<BR> 09/30/2019<SUP>(1)</SUP></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="13"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><B>Investments in Securities, at
    Value</B></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Loan Participations and Assignments</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">2,020</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">27</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(46)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(4)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(188)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(1,476)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">334</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Corporate Bonds &amp; Notes</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 14%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Banking &amp; Finance</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1,100</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">4</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1,104</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">4</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Non-Agency Mortgage-Backed Securities</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">377</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(11)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(7)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">360</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(7)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Asset-Backed Securities</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">3,391</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">2</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(400)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">2,993</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(400)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Common Stocks</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Industrials</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">134</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(19)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">115</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(19)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Utilities</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">389</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">47</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">436</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">47</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Warrants</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Industrials</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">139</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">48</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">187</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">48</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Preferred Securities</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Industrials</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">2,763</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">77</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">108</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="position: relative; top: -1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">2,948</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">108</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Totals</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">9,213</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1,204</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(57)</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(1)</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(407)</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(1,476)</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">8,477</FONT></TD>
    <TD STYLE="border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: right; border-top: Black 1pt dotted; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(218)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>The
following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within
Level 3 of the fair value hierarchy:&nbsp;</B></FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 28%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 24%; padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 14%; padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 17%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Category and Subcategory</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ending<BR>
    Balance<BR>
    at 09/30/2019</FONT></TD>
    <TD STYLE="padding-left: 0.2in; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Valuation Technique</FONT></TD>
    <TD STYLE="padding-left: 0.1in; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unobservable Inputs</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: center; border-bottom: Black 1pt dotted"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Input Value(s)<BR>
    (% Unless Noted Otherwise)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Investments in Securities, at Value</B></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Loan Participations and Assignments</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">334</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Third Party Vendor</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broker Quote</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98.250 - 101.000</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate Bonds &amp; Notes</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Banking &amp; Finance</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,104</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Proxy Pricing</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Base Price</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100.000</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Non-Agency Mortgage-Backed Securities</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">360</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Proxy Pricing</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Base Price</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.500 - 99.500</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed Securities</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">425</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Other Valuation Techniques<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">-</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">-</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,568</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Proxy Pricing</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Base Price</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000 - 48,000.250</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Common Stocks</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Other Valuation Techniques<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">-</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">-</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Utilities</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">436</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Indicative Market
    Quotation</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broker Quote</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">44.000</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Warrants</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">187</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Other Valuation Techniques<SUP>(2)</SUP></FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">-</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">-</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Preferred Securities</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,948</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fundamental valuation</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Company Equity Value</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">836,589,817.948</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,477</FONT></TD>
    <TD STYLE="padding-left: 0.2in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;</FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; width: 100%">
<TR>
    <TD STYLE="vertical-align: top; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Any
    difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation)
    on Investments Held at September 30, 2019 may be due to an investment no longer held or categorized as Level 3 at period end.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Includes valuation
    techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered
    significant to the Fund.</FONT></TD></TR>
</TABLE>


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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>

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<P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Notes
to Financial Statements  </FONT></P>

<P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 9pt"><B>1.
INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>(a)
Investment Valuation Policies </B> The net asset value (&ldquo;NAV&rdquo;) of the Fund's shares is determined by dividing the
total value of portfolio investments and other assets attributable to the Fund less any liabilities by the total number of shares
outstanding of the Fund.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">On
each day that the New York Stock Exchange (&ldquo;NYSE&rdquo;) is open, Fund shares are ordinarily valued as of the close of regular
trading (normally 4:00 p.m., Eastern time) (&ldquo;NYSE Close&rdquo;). Information that becomes known to the Fund or its 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 earlier that day. The Fund reserves the right to change the time as of which its NAV
is calculated if the Fund closes earlier, or as permitted by the U.S. Securities and Exchange Commission (&ldquo;SEC&rdquo;).</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 Fund's approved pricing services, quotation reporting systems and other third-party sources (together, &ldquo;Pricing Services&rdquo;).
The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally
take into account trading, clearances or settlements that take place after the NYSE Close. If market value pricing is used, a
foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing
information from the exchange considered by Pacific Investment Management Company LLC (&ldquo;PIMCO&rdquo; or the &ldquo;Manager&rdquo;)
to be the primary exchange. A foreign (non-U.S.) 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 (non-U.S.)
fixed income securities, non-exchange 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. The Fund's investments in open-end management investment companies, other than exchange-traded funds (&quot;ETFs&quot;),
are valued at the NAVs of such investments.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">If
a foreign (non-U.S.) equity security&rsquo;s value has materially changed after the close of the security&rsquo;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 of the Trust (the &ldquo;Board&rdquo;). Foreign (non-U.S.) equity securities that do not trade when the
NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the 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 adjustments with reference to other securities, indices or assets. In considering whether fair valuation is required
and in determining fair values, the 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. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of non-U.S. securities.
For these purposes, any movement in the applicable reference index or instrument (&ldquo;zero trigger&rdquo;) relating to the
non U.S 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 (non-U.S.) equity securities on days when the Fund is not open for business, which may
result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">Senior
secured floating rate loans for which an active secondary market exists to a reliable degree are 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 are 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) the creditworthiness of the borrower and any intermediate participants, (b) the terms of the loan, (c)
recent prices in the market for similar loans, if any, and (d) recent prices in the market for instruments of similar quality,
rate, period until next interest rate reset and maturity.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 the Fund'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 the Fund is not open for business. As a result,
to the extent that the Fund holds foreign (non-U.S.) 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's next calculated NAV.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 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 (&ldquo;Broker Quotes&rdquo;), Pricing Services&rsquo;
prices), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect
the values of the Fund'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 the Fund's securities or assets and for determining whether the value of the applicable securities
or assets should be reevaluated in light of such significant events.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">When
the 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 Fund&rsquo;s policy is intended to result in a calculation
of the Fund&rsquo;s NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values
determined by the Board or persons acting at their direction would accurately reflect the price that the 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 the Fund may differ from the value that would be realized if the securities were sold.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>




<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>(b)
Fair Value Hierarchy </B>U.S. GAAP describes fair value as the price that the 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,</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>


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<P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Notes
to Financial Statements </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cont.)</FONT></P>

<P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 follows:</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&bull;&nbsp;Level
1 &mdash; Quoted prices in active markets or exchanges for identical assets and liabilities.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&bull;&nbsp;Level
2 &mdash; 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 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
inputs.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&bull;&nbsp;Level
3 &mdash; 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 investments.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">Assets
or liabilities categorized as Level 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 3 to Level 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 3, if material,
are disclosed in the Notes to Schedule of Investments for the Fund.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 3 category during the period. The end of period
value is used for the transfers between Levels of the Fund'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 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material,
a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments
for the Fund.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>(c)
Valuation Techniques and the Fair Value Hierarchy &nbsp;</B></FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>Level
1 and Level 2 trading assets and trading liabilities, at fair value </B>The valuation methods (or &ldquo;techniques&rdquo;) and
significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as
Level 1 and Level 2 of the fair value hierarchy are as follows:</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 non-U.S. 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' 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 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 1 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 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 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 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 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 (&ldquo;OIS&rdquo;), London Interbank Offered
Rate (&ldquo;LIBOR&rdquo;) forward rate, interest rates, yield curves and credit spreads. These securities are categorized as
Level 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>


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<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>Level
3 trading assets and trading liabilities, at fair value </B>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 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 3 of the fair value hierarchy are as follows:</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">Proxy
pricing procedures set the base price of a fixed income security and subsequently adjust the price proportionally to market value
changes of a pre-determined 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 3 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 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 security.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">Fundamental
analysis valuation estimates fair value by using an internal model that utilizes financial statements of the non-public 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 3 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">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 2 or Level 3 of the fair
value hierarchy depending on the source of the base price.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 9pt"><B>2.
FEDERAL INCOME TAX MATTERS</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">The
Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the &ldquo;Code&rdquo;)
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="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">The
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="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">In
accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of September 30, 2019,
the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or
expects to take in future tax returns.</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">The
Fund files U.S. federal, state, and local tax returns as required. The Fund's 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>

<P STYLE="font: 10pt Arial Narrow, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

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

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

<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 10pt; text-indent: -10pt; width: 75%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Glossary:
    (abbreviations that may be used in the preceding statements)</B></FONT></TD>
    <TD STYLE="padding-left: 10pt; text-indent: -10pt; width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(Unaudited)</FONT></TD></TR>
</TABLE>


<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Counterparty
    Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 9%; padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BNY</B></FONT></TD>
    <TD STYLE="width: 24%; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank
    of New York Mellon</FONT></TD>
    <TD STYLE="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>DBL</B></FONT></TD>
    <TD STYLE="width: 21%; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Deutsche
    Bank AG London</FONT></TD>
    <TD STYLE="width: 9%; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RBC</B></FONT></TD>
    <TD STYLE="width: 28%; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royal
    Bank of Canada</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BOS</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Merrill
    Lynch, Pierce, Fenner &amp; Smith, Inc.</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FICC</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed
    Income Clearing Corporation</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RDR</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBC
    Capital Markets LLC</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BPS</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BNP
    Paribas S.A.</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GST</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman
    Sachs International</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RTA</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBC
    (Barbados) Trading Bank Corp.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BRC</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays
    Bank PLC</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPS</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JP
    Morgan Securities, Inc.</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SOG</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Societe
    Generale Paris</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CEW</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Canadian
    Imperial Bank of Commerce</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>NOM</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nomura
    Securities International Inc.</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>UBS</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UBS
    Securities LLC</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CIW</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CIBC
    World Markets Corp.</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Currency
    Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>USD
    (or $)</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United
    States Dollar</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Index/Spread
    Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ABX.HE</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed
    Securities Index - Home Equity</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LIBOR03M</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3
    Month USD-LIBOR</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>US0003M</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3
    Month USD Swap Rate</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LIBOR01M</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1
    Month USD-LIBOR</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Other
    Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ABS</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed
    Security</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>PIK</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment-in-Kind</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TBD</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">To-Be-Determined</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ALT</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alternate
    Loan Trust</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TBA</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">To-Be-Announced</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>TBD%</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Interest
    rate to be determined when loan settles
    or at the time of funding</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LIBOR</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">London
    Interbank Offered Rate</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: left; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
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