<SEC-DOCUMENT>0000908187-20-000041.txt : 20200529
<SEC-HEADER>0000908187-20-000041.hdr.sgml : 20200529
<ACCEPTANCE-DATETIME>20200529133226
ACCESSION NUMBER:		0000908187-20-000041
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200331
FILED AS OF DATE:		20200529
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:		20926202

	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>
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      <repPdEnd>2020-06-30</repPdEnd>
      <repPdDate>2020-03-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>174059066.760000</totAssets>
      <totLiabs>85329072.730000</totLiabs>
      <netAssets>88729994.030000</netAssets>
      <assetsAttrMiscSec>0.000000</assetsAttrMiscSec>
      <assetsInvested>0.000000</assetsInvested>
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      <invstOrSec>
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      <invstOrSec>
        <name>BAYVIEW FINANCIAL ACQUISITION TR 2006-D</name>
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      <invstOrSec>
        <name>BCAP LLC TRUST 2011-R11</name>
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        <name>BEAR STEARNS  COMM MTGE SEC 2006-T22</name>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-SHL1</name>
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      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-3</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A1</title>
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      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-5</name>
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          <isin value="US17307GZG62"/>
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      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-7</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A3A</title>
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          <isin value="US17307GB807"/>
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        <curCd>USD</curCd>
        <valUSD>82484.440000</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>CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3</name>
        <lei>N/A</lei>
        <title>CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ</title>
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          <isin value="US14986DAJ90"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2048-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP/DEUTSCHE BK COMM MTGE 2007-CD4</name>
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        <title>CD COMMERCIAL MORTGAGE TRUST CD 2007 CD4 AJ</title>
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          <isin value="US12513YAJ91"/>
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        <curCd>USD</curCd>
        <valUSD>15576.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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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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        <curCd>USD</curCd>
        <valUSD>11011.270000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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      <invstOrSec>
        <name>CITRIX SYSTEMS INC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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          <couponKind>Fixed</couponKind>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
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        <title>CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CLEAR CHANNEL WORLDWIDE HOLDINGS INC</name>
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          <couponKind>Fixed</couponKind>
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        <name>COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1</name>
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        <title>COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM</title>
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        <name>COMMERCIAL MTGE PASS THRU CERT 2010-C1</name>
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        <name>COMMRCL MRTG LEASE-BACKED CRT 2001-CMLB</name>
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        <name>CONSECO FINANCE SECUR CORP 2002-2</name>
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        <name>CONSECO FINANCE SECURITIZATION 2000-5</name>
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      <invstOrSec>
        <name>CORNERSTONE BUILDING BRANDS</name>
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        <title>PISCES MIDCO INC TERM LOAN B</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1</title>
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        <identifiers>
          <isin value="US12669GRM59"/>
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        <balance>129953.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101630.640000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.58663</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-HYB9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A</title>
        <cusip>126670JY5</cusip>
        <identifiers>
          <isin value="US126670JY52"/>
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        <balance>7152.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5656.540000</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>2036-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71138</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2006-HYB5</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1</title>
        <cusip>170256AD3</cusip>
        <identifiers>
          <isin value="US170256AD31"/>
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        <balance>105157.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86288.770000</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>2036-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75026</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1</title>
        <cusip>12544RAA6</cusip>
        <identifiers>
          <isin value="US12544RAA68"/>
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        <balance>257177.310000</balance>
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        <curCd>USD</curCd>
        <valUSD>179081.950000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-HY4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1</title>
        <cusip>17025RAA3</cusip>
        <identifiers>
          <isin value="US17025RAA32"/>
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        <balance>323424.520000</balance>
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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>2047-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FORBES ENERGY SERVICES LTD</name>
        <lei>5493000KNGZL65YWY755</lei>
        <title>FORBES ENERGY SERVICES LTD COMMON STOCK</title>
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          <isin value="US3451432005"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CRECERA AMERICAS LLC 2017-1</name>
        <lei>N/A</lei>
        <title>CRECERA AMERICAS LLC CALLC 2017 1 A 144A</title>
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          <isin value="US22534CAA09"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1900371.450000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-31</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-C1</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C1 AJ</title>
        <cusip>22545XAG8</cusip>
        <identifiers>
          <isin value="US22545XAG88"/>
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        <balance>3222187.720000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-C5</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C5 AM</title>
        <cusip>22546BAH3</cusip>
        <identifiers>
          <isin value="US22546BAH33"/>
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        <balance>241464.650000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERT 2006</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 1A4A</title>
        <cusip>225470M67</cusip>
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          <isin value="US225470M675"/>
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        <balance>205172.500000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MRTG CAPITAL CERT 2006-4</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MRTG CAPITAL CERT 2006-6</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A3</title>
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          <isin value="US22942JAC71"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CS FIRST BOSTON MTG SEC 2003-1</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 1 1A1</title>
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        <identifiers>
          <isin value="US2254W0FJ95"/>
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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>2033-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88</title>
        <cusip>126650BC3</cusip>
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          <isin value="US126650BC35"/>
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        <curCd>USD</curCd>
        <valUSD>1182767.010000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 08/20 4</title>
        <cusip>23371DAC8</cusip>
        <identifiers>
          <isin value="US23371DAC83"/>
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        <balance>2000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1977.330000</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>2020-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR</title>
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          <isin value="US369604BQ57"/>
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        <balance>53000.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43824.380000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 08/22 4.5</title>
        <cusip>23371DAA2</cusip>
        <identifiers>
          <isin value="US23371DAA28"/>
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        <balance>10000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9349.790000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</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>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 08/24 5</title>
        <cusip>23371DAB0</cusip>
        <identifiers>
          <isin value="US23371DAB01"/>
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        <balance>22000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20074.340000</valUSD>
        <pctVal>0.0226241</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>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>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 11/21 5.25</title>
        <cusip>23371DAD6</cusip>
        <identifiers>
          <isin value="US23371DAD66"/>
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        <balance>102000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93266.250000</valUSD>
        <pctVal>0.1051124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 11/23 5.75</title>
        <cusip>23371DAE4</cusip>
        <identifiers>
          <isin value="US23371DAE40"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93374.500000</valUSD>
        <pctVal>0.1052344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</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>DEALER TIRE LLC / DT ISSUER LLC</name>
        <lei>N/A</lei>
        <title>DEALER TIRE LLC/DT ISSR SR UNSECURED 144A 02/28 8</title>
        <cusip>24229JAA1</cusip>
        <identifiers>
          <isin value="US24229JAA16"/>
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        <balance>4000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3230.000000</valUSD>
        <pctVal>0.0036403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND RESORTS INTERNATIONAL INC</name>
        <lei>5493008MIJR7VMQP7U77</lei>
        <title>DIAMOND RESORTS INTL INC SR SECURED 144A 09/23 7.75</title>
        <cusip>23422RAB8</cusip>
        <identifiers>
          <isin value="US23422RAB87"/>
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        <balance>20000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14549.400000</valUSD>
        <pctVal>0.0163974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND RESORTS INTERNATIONAL INC</name>
        <lei>5493008MIJR7VMQP7U77</lei>
        <title>DIAMOND RESORTS INTL INC SR UNSECURED 144A 09/24 10.75</title>
        <cusip>23422RAA0</cusip>
        <identifiers>
          <isin value="US23422RAA05"/>
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        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309372.500000</valUSD>
        <pctVal>0.3486673</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>10.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND RESORTS INTERNATIONAL INC</name>
        <lei>5493008MIJR7VMQP7U77</lei>
        <title>DIAMOND RESORTS INTL INC TERM LOAN</title>
        <cusip>25272YAE3</cusip>
        <identifiers>
          <isin value="US25272YAE32"/>
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        <balance>659486.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499560.780000</valUSD>
        <pctVal>0.5630123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTOMOTIVE GROUP INC / BRIDGECREST ACCEPTANCE CORP</name>
        <lei>N/A</lei>
        <title>DRIVETIME AUTO GP + BRID SR SECURED 144A 06/21 8</title>
        <cusip>26209NAK9</cusip>
        <identifiers>
          <isin value="US26209NAK90"/>
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        <balance>330000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293906.250000</valUSD>
        <pctVal>0.3312366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL SR UNSECURED 06/27 5.75</title>
        <cusip>281020AN7</cusip>
        <identifiers>
          <isin value="US281020AN70"/>
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        <balance>11000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11457.190000</valUSD>
        <pctVal>0.0129124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INCORPORATED</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>ELANCO ANIMAL HEALTH INC TERM LOAN B</title>
        <cusip>965XVFII6</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL3128180"/>
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        <balance>23000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22065.630000</valUSD>
        <pctVal>0.0248683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELDORADO RESORTS INC</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>ELDORADO RESORTS INC COMPANY GUAR 09/26 6</title>
        <cusip>28470RAG7</cusip>
        <identifiers>
          <isin value="US28470RAG74"/>
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        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363248.800000</valUSD>
        <pctVal>0.4093867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EMC MORTGAGE LOAN TRUST 2002-B</name>
        <lei>N/A</lei>
        <title>EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A</title>
        <cusip>268668BD1</cusip>
        <identifiers>
          <isin value="US268668BD18"/>
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        <balance>292479.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268437.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.24663</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>EMCM MORTGAGE LOAN TRUST 2001-A</name>
        <lei>N/A</lei>
        <title>EMC MORTGAGE LOAN TRUST EMCM 2001 A M1 144A</title>
        <cusip>268668AC4</cusip>
        <identifiers>
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        <balance>328314.890000</balance>
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        <curCd>USD</curCd>
        <valUSD>318015.420000</valUSD>
        <pctVal>0.3584080</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.99663</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENCINA SPV</name>
        <lei>N/A</lei>
        <title>ENCINA PRIVATE CREDIT LLC NOTE</title>
        <cusip>938DREII2</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CORP00076"/>
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        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3000000.000000</valUSD>
        <pctVal>3.3810438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8324</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9</title>
        <cusip>29278NAP8</cusip>
        <identifiers>
          <isin value="US29278NAP87"/>
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        <balance>5000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4236.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75</title>
        <cusip>29278NAQ6</cusip>
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          <isin value="US29278NAQ60"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11031.350000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5</title>
        <cusip>29278NAR4</cusip>
        <identifiers>
          <isin value="US29278NAR44"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10917.280000</valUSD>
        <pctVal>0.0123039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.25</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN ALTERNATIVE LN TRUST 2006-S1</name>
        <lei>N/A</lei>
        <title>J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A19</title>
        <cusip>46627MER4</cusip>
        <identifiers>
          <isin value="US46627MER43"/>
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        <balance>1050656.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783129.380000</valUSD>
        <pctVal>0.8825983</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE CMML MTGE SEC 2006-LDP9</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP9 AJ</title>
        <cusip>46629PAF5</cusip>
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          <isin value="US46629PAF53"/>
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        <curCd>USD</curCd>
        <valUSD>1790188.720000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.411</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MOR 2003-ML1A</name>
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        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2003 ML1A X1 144A</title>
        <cusip>46625MVY2</cusip>
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          <isin value="US46625MVY29"/>
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        <balance>167354.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151.840000</valUSD>
        <pctVal>0.0001711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.59299</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2011-C3</name>
        <lei>N/A</lei>
        <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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        <balance>57061822.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203453.930000</valUSD>
        <pctVal>0.2292956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.487731</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CB20</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB20 D 144A</title>
        <cusip>46631QAR3</cusip>
        <identifiers>
          <isin value="US46631QAR39"/>
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        <balance>684813.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690545.790000</valUSD>
        <pctVal>0.7782552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.05916</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST 2007-A1</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A1</title>
        <cusip>46630GAM7</cusip>
        <identifiers>
          <isin value="US46630GAM78"/>
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        <balance>39876.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35446.460000</valUSD>
        <pctVal>0.0399487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.68839</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</lei>
        <title>KENNEDY WILSON INC COMPANY GUAR 04/24 5.875</title>
        <cusip>489399AG0</cusip>
        <identifiers>
          <isin value="US489399AG06"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12630.380000</valUSD>
        <pctVal>0.0142346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>
        <cusip>50106GAA0</cusip>
        <identifiers>
          <isin value="US50106GAA04"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165749.000000</valUSD>
        <pctVal>0.1868015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 07/25 3.95</title>
        <cusip>50077LAK2</cusip>
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          <isin value="US50077LAK26"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98502.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP</name>
        <lei>N/A</lei>
        <title>LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25</title>
        <cusip>505742AM8</cusip>
        <identifiers>
          <isin value="US505742AM88"/>
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        <balance>7000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5582.500000</valUSD>
        <pctVal>0.0062916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LAMAR MEDIA CORP</name>
        <lei>N/A</lei>
        <title>LAMAR MEDIA CORP COMPANY GUAR 144A 02/28 3.75</title>
        <cusip>513075BQ3</cusip>
        <identifiers>
          <isin value="US513075BQ35"/>
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        <balance>6000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5669.280000</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>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LAREDO PETROLEUM INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>LAREDO PETROLEUM INC COMPANY GUAR 01/25 9.5</title>
        <cusip>516806AF3</cusip>
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          <isin value="US516806AF38"/>
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        <balance>7000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2826.250000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LAREDO PETROLEUM INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>LAREDO PETROLEUM INC COMPANY GUAR 01/28 10.125</title>
        <cusip>516806AG1</cusip>
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          <isin value="US516806AG11"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4262.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7</name>
        <lei>N/A</lei>
        <title>LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ</title>
        <cusip>50180CAG5</cusip>
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          <isin value="US50180CAG50"/>
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        <balance>299467.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169124.330000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.407</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2</name>
        <lei>N/A</lei>
        <title>LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2007 C2 AJ</title>
        <cusip>50180JAG0</cusip>
        <identifiers>
          <isin value="US50180JAG04"/>
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        <balance>119450.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67009.200000</valUSD>
        <pctVal>0.0755203</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.562</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEGACY LIFEPOINT HEALTH INC</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
        <title>LIFEPOINT HEALTH INC SR SECURED 144A 02/27 4.375</title>
        <cusip>53219LAS8</cusip>
        <identifiers>
          <isin value="US53219LAS88"/>
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        <balance>4000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3798.000000</valUSD>
        <pctVal>0.0042804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2006-2</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2006 2 1A1</title>
        <cusip>52520MGG2</cusip>
        <identifiers>
          <isin value="US52520MGG24"/>
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        <balance>144028.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119540.620000</valUSD>
        <pctVal>0.1347240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <name>MORGAN STANLEY RESECURITIZATION TRUST 2014-R3</name>
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        <name>NEIMAN MARCUS GROUP LTD LLC</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>NETFLIX INC</name>
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        <curCd>USD</curCd>
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        <name>NEWMARK GROUP INC</name>
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        <name>OPPENHEIMER HOLDINGS INC</name>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <name>PEOPLE'S FINANCE REALTY MTGE SEC 2006-1</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>PETSMART INC</name>
        <lei>N/A</lei>
        <title>PETSMART INC CONSENTING TERM LOAN</title>
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        <curCd>USD</curCd>
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        <name>PETSMART INC</name>
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        <name>PIPER SANDLER COMPANIES</name>
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        <name>PIPER SANDLER COMPANIES</name>
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      <invstOrSec>
        <name>PRESS GANEY (EMERALD TOPCO INC)</name>
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        <title>EMERALD TOPCO INC TERM LOAN</title>
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      <invstOrSec>
        <name>RADIOLOGY PARTNERS INC</name>
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        <name>RESIDENTIAL ACCREDIT LOANS 2007-QS10</name>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ADJ RATE MTG LN 2006-3</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RT MTGE LN 2005-23</name>
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        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1</title>
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      <invstOrSec>
        <name>STRUCTURED ASSET INV LN TR 2003-BC10</name>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2006-AR7</name>
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        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1A</title>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>STUBHUB (PUG LLC)</name>
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        <curCd>USD</curCd>
        <valUSD>5206.950000</valUSD>
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      <invstOrSec>
        <name>SYNIVERSE HOLDINGS INC</name>
        <lei>549300CYZBHMZC8VLL59</lei>
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        <name>TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>TBW MTGE BACKED PASS THRU CERT 2006-2</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TEGNA INC</name>
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        <name>TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)</name>
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        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
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          <couponKind>Fixed</couponKind>
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        <name>TOLL ROAD INVESTORS PARTNERSHIP II LP</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
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        <balance>328742.330000</balance>
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        <curCd>USD</curCd>
        <valUSD>339649.820000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>
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          <isin value="US89054XAA37"/>
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        <balance>2166960.120000</balance>
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        <curCd>USD</curCd>
        <valUSD>2392837.870000</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>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC COMPANY GUAR 144A 11/27 5.5</title>
        <cusip>893647BJ5</cusip>
        <identifiers>
          <isin value="US893647BJ54"/>
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        <balance>18000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16254.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN GUARDIAN LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN GUARDIAN LTD SR SECURED 144A 01/24 5.875</title>
        <cusip>893800AA0</cusip>
        <identifiers>
          <isin value="US893800AA08"/>
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        <balance>8350.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6742.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25</title>
        <cusip>893830BK4</cusip>
        <identifiers>
          <isin value="US893830BK41"/>
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        <balance>51000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26023.770000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TRANSOCEAN PONTUS LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125</title>
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          <isin value="US89382PAA30"/>
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        <balance>23380.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19112.460000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>16339.350000</valUSD>
        <pctVal>0.0184147</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25</title>
        <cusip>896818AL5</cusip>
        <identifiers>
          <isin value="US896818AL57"/>
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        <balance>4000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3333.740000</valUSD>
        <pctVal>0.0037572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC SECURED 144A 09/24 6.25</title>
        <cusip>896818AQ4</cusip>
        <identifiers>
          <isin value="US896818AQ45"/>
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        <balance>11000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9873.220000</valUSD>
        <pctVal>0.0111273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UAL 2007-1 PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>UAL 2007 PASS TRUST PASS THRU CE 01/24 6.636</title>
        <cusip>909287AA2</cusip>
        <identifiers>
          <isin value="US909287AA20"/>
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        <balance>388961.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359859.170000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>UCFC MANU HOUSING 1996-1</name>
        <lei>N/A</lei>
        <title>UCFC MANUFACTURED HOUSING CONT UCFCM 1996 1 M</title>
        <cusip>90263AAF7</cusip>
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          <isin value="US90263AAF75"/>
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        <balance>239275.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228572.450000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.9</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED RENTALS (NORTH AMERICA) INC</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AM COMPANY GUAR 07/30 4</title>
        <cusip>911365BN3</cusip>
        <identifiers>
          <isin value="US911365BN33"/>
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        <curCd>USD</curCd>
        <valUSD>4493.750000</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>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC</name>
        <lei>N/A</lei>
        <title>ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625</title>
        <cusip>013092AC5</cusip>
        <identifiers>
          <isin value="US013092AC57"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 04/20 0.00000</title>
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        <identifiers>
          <isin value="US9127962D01"/>
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        <balance>495000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>494987.930000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC</name>
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        <title>ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/23 3.5</title>
        <cusip>013092AD3</cusip>
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          <isin value="US013092AD31"/>
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        <curCd>USD</curCd>
        <valUSD>2976.000000</valUSD>
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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>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC</name>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC</name>
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          <isin value="US91327AAA07"/>
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        <curCd>USD</curCd>
        <valUSD>942187.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS INC</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW</title>
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        <balance>2603107.490000</balance>
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        <curCd>USD</curCd>
        <valUSD>2225656.900000</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>2024-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <curCd>USD</curCd>
        <valUSD>376680.000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US RENAL CARE INC</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76047.050000</valUSD>
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        <assetCat>LON</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>
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      <invstOrSec>
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        <lei>54930058SS5MF69JGN89</lei>
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          <isin value="US07335BAA44"/>
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        <curCd>USD</curCd>
        <valUSD>11879.600000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.625</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>VIASAT INC</name>
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        <curCd>USD</curCd>
        <valUSD>3972.200000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
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      <invstOrSec>
        <name>VIASAT INC</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>VOYAGER AVIATION HOLDINGS LLC / VOYAGER FINANCE CO</name>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
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        <curCd>USD</curCd>
        <valUSD>0.470000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.936183</annualizedRt>
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        <securityLending>
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      <invstOrSec>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.72</annualizedRt>
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        <securityLending>
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      <invstOrSec>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL 2004-AR8</name>
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        <curCd>USD</curCd>
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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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        <name>WESTERN MIDSTREAM OPERATING LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <name>WESTERN MIDSTREAM OPERATING LP</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND COAL CO PIK TERM LOAN</title>
        <cusip>96106JAE9</cusip>
        <identifiers>
          <isin value="US96106JAE91"/>
        </identifiers>
        <balance>625816.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452934.530000</valUSD>
        <pctVal>0.5104638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS</title>
        <cusip>96106JAB5</cusip>
        <identifiers>
          <isin value="US96106JAB52"/>
        </identifiers>
        <balance>182148.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179415.880000</valUSD>
        <pctVal>0.2022043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.0931</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>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"/>
        </identifiers>
        <balance>12573387.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46830.840000</valUSD>
        <pctVal>0.0527790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.793571</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>WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)</name>
        <lei>549300L3SXBFJVGRCF66</lei>
        <title>WINDSTREAM CORP TRANCHE B7</title>
        <cusip>97381HAT4</cusip>
        <identifiers>
          <isin value="US97381HAT41"/>
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        <balance>626000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389685.000000</valUSD>
        <pctVal>0.4391807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9</title>
        <cusip>98310WAL2</cusip>
        <identifiers>
          <isin value="US98310WAL28"/>
        </identifiers>
        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11838.750000</valUSD>
        <pctVal>0.0133424</pctVal>
        <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>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 04/27 5.75</title>
        <cusip>98310WAN8</cusip>
        <identifiers>
          <isin value="US98310WAN83"/>
        </identifiers>
        <balance>154000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129905.550000</valUSD>
        <pctVal>0.1464055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625</title>
        <cusip>98310WAQ1</cusip>
        <identifiers>
          <isin value="US98310WAQ15"/>
        </identifiers>
        <balance>5000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3878.130000</valUSD>
        <pctVal>0.0043707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</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>ZAYO GROUP HOLDINGS INC</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>FRONT RANGE BIDCO INC SR SECURED 144A 03/27 4</title>
        <cusip>98919VAA3</cusip>
        <identifiers>
          <isin value="US98919VAA35"/>
        </identifiers>
        <balance>56000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53900.000000</valUSD>
        <pctVal>0.0607461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</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>ZAYO GROUP HOLDINGS INC</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>FRONT RANGE BIDCO INC SR UNSECURED 144A 03/28 6.125</title>
        <cusip>98919VAB1</cusip>
        <identifiers>
          <isin value="US98919VAB18"/>
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        <balance>18000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17201.250000</valUSD>
        <pctVal>0.0193861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</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>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"/>
        </identifiers>
        <balance>-6854000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-6897536.040000</valUSD>
        <pctVal>-7.7736239</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="N/A" name="BNY Mellon Clearing, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7222500</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <principalCd>USD</principalCd>
              <collateralVal>7953493.910000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-299000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-300111.820000</valUSD>
        <pctVal>-0.3382304</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>
          <repurchaseRt>2.1945000</repurchaseRt>
          <maturityDt>2020-04-30</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>336167.070000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>346945.090000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-2812000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2823758.620000</valUSD>
        <pctVal>-3.1824172</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>
          <repurchaseRt>2.6410000</repurchaseRt>
          <maturityDt>2020-05-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5232101.630000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3290643.250000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <balance>-9779000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9819174.320000</valUSD>
        <pctVal>-11.0663530</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>
          <repurchaseRt>2.6410000</repurchaseRt>
          <maturityDt>2020-05-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>15515600.200000</principalAmt>
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              <collateralVal>11790046.520000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        </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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <balance>-1633000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1637836.060000</valUSD>
        <pctVal>-1.8458652</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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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1322500</repurchaseRt>
          <maturityDt>2020-05-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1748000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1886605.700000</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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <balance>-940000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-942376.640000</valUSD>
        <pctVal>-1.0620722</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1167500</repurchaseRt>
          <maturityDt>2020-05-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1100000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1043625.000000</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 FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-1437000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1438077.750000</valUSD>
        <pctVal>-1.6207346</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="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2500000</repurchaseRt>
          <maturityDt>2020-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2041960.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1923003.240000</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 MIZUHO SECURITIES</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="926FJM000"/>
        </identifiers>
        <balance>-5793000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5801367.660000</valUSD>
        <pctVal>-6.5382261</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="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES USA/FIXED INCOME"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0000000</repurchaseRt>
          <maturityDt>2020-06-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8298107.500000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6262556.240000</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 PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2251000.000000</valUSD>
        <pctVal>-2.5369099</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="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0000000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3070000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2455184.450000</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 REGIONS BANK REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932BHK007"/>
        </identifiers>
        <balance>-1515000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1516220.420000</valUSD>
        <pctVal>-1.7088026</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="N/A" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4500000</repurchaseRt>
          <maturityDt>2020-04-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1599142.250000</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 REGIONS BANK REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932BHK007"/>
        </identifiers>
        <balance>-1021000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1021001.110000</valUSD>
        <pctVal>-1.1506832</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="N/A" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7900000</repurchaseRt>
          <maturityDt>2022-03-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2275000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>944426.160000</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>CITIGROUP REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLX004"/>
        </identifiers>
        <balance>-3162000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3174232.970000</valUSD>
        <pctVal>-3.5774069</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="6SHGI4ZSSLCXXQSBB395" name="Citigroup Inc"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7308800</repurchaseRt>
          <maturityDt>2020-05-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4089560.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3912169.950000</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 BANK OF AMERICA REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLA004"/>
        </identifiers>
        <balance>-5280000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5293023.270000</valUSD>
        <pctVal>-5.9653146</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="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5370000</repurchaseRt>
          <maturityDt>2020-04-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8448000.400000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6052989.130000</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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-1707000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1714974.460000</valUSD>
        <pctVal>-1.9328013</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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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6695000</repurchaseRt>
          <maturityDt>2020-04-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3835764.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1974787.480000</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 BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-850000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-850826.390000</valUSD>
        <pctVal>-0.9588938</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1300000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1158951.560000</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 BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-1450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1451354.060000</valUSD>
        <pctVal>-1.6356972</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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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5860000</repurchaseRt>
          <maturityDt>2020-04-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1544290.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1790202.740000</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 BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-372000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-372660.470000</valUSD>
        <pctVal>-0.4199938</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2040000</repurchaseRt>
          <maturityDt>2020-06-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>751412.390000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>482128.730000</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 BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-138000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-138243.030000</valUSD>
        <pctVal>-0.1558019</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2642500</repurchaseRt>
          <maturityDt>2020-06-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>305811.310000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>172706.940000</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 BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-1655000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1655003.890000</valUSD>
        <pctVal>-1.8652136</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>4.7500000</repurchaseRt>
          <maturityDt>2022-03-19</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5163662.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2343145.660000</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 ROYAL BANK OF CAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MHZ000"/>
        </identifiers>
        <balance>-615000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-615910.820000</valUSD>
        <pctVal>-0.6941405</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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0506300</repurchaseRt>
          <maturityDt>2020-06-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>835812.400000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>855788.320000</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>RBC CAPITAL MARKETS REPO REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MCJ001"/>
        </identifiers>
        <balance>4200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4200000.000000</valUSD>
        <pctVal>4.7334614</pctVal>
        <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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.0000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4006000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4276092.050000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</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 CIBC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="923XCN009"/>
        </identifiers>
        <balance>-1112000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1112395.380000</valUSD>
        <pctVal>-1.2536859</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="549300445CON3DBMU275" name="CIBC WORLD MARKETS CORP"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6000000</repurchaseRt>
          <maturityDt>2020-04-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1016520.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1182570.990000</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>CANADIAN IMPERIAL BANK OF COMM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="966MJE004"/>
        </identifiers>
        <balance>-241000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-241187.110000</valUSD>
        <pctVal>-0.2718214</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="2IGI19DL77OX0HC3ZE78" name="CANADIAN IMPERIAL BANK OF COMMERCE"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1500000</repurchaseRt>
          <maturityDt>2020-04-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>300000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>258000.000000</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>CANADIAN IMPERIAL BANK OF COMM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="966MJE004"/>
        </identifiers>
        <balance>-213000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-213027.810000</valUSD>
        <pctVal>-0.2400855</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="2IGI19DL77OX0HC3ZE78" name="CANADIAN IMPERIAL BANK OF COMMERCE"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3500000</repurchaseRt>
          <maturityDt>2020-04-30</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>280000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>226821.810000</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 BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-346000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-347286.580000</valUSD>
        <pctVal>-0.3913971</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1945000</repurchaseRt>
          <maturityDt>2020-04-30</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>358975.500000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>395972.840000</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 FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-161000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-161120.750000</valUSD>
        <pctVal>-0.1815854</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="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2500000</repurchaseRt>
          <maturityDt>2020-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>245000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>214661.650000</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 JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
        </identifiers>
        <balance>-2489000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2504758.240000</valUSD>
        <pctVal>-2.8228991</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="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6502500</repurchaseRt>
          <maturityDt>2020-04-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2787747.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2728269.300000</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 JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
        </identifiers>
        <balance>-812000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-812613.510000</valUSD>
        <pctVal>-0.9158273</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="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3600000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1005000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>931514.400000</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 NOMURA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLV008"/>
        </identifiers>
        <balance>-161000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-161304.780000</valUSD>
        <pctVal>-0.1817928</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."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3500000</repurchaseRt>
          <maturityDt>2020-04-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>350000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>166250.000000</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>-726000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-730780.890000</valUSD>
        <pctVal>-0.8236007</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>2.8222500</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1080378.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>805147.270000</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>-298000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-299721.330000</valUSD>
        <pctVal>-0.3377903</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>2.7361300</repurchaseRt>
          <maturityDt>2020-04-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>635633.600000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>374291.260000</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>-2411000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2424994.500000</valUSD>
        <pctVal>-2.7330042</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>2.7861300</repurchaseRt>
          <maturityDt>2020-04-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3348644.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2743715.140000</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>-752000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-752470.020000</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="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5000000</repurchaseRt>
          <maturityDt>2022-03-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>827000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>763425.880000</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>
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        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-121000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-121065.880000</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>2.4500000</repurchaseRt>
          <maturityDt>2022-03-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>139844.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>133614.130000</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>-1586000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1587660.890000</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4500000</repurchaseRt>
          <maturityDt>2020-04-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1707000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1464320.630000</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>-3098000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3119094.070000</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8502500</repurchaseRt>
          <maturityDt>2020-04-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4350000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3548064.880000</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 WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-1578000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1581197.300000</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5152500</repurchaseRt>
          <maturityDt>2020-04-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2359056.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1914450.380000</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 WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
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        <balance>-77000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-77071.330000</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>1.4500000</repurchaseRt>
          <maturityDt>2020-04-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>78000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>74538.520000</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>-2356000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2357943.710000</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>
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          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2567000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2435986.200000</collateralVal>
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              <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>-484000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-484428.880000</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>1.4500000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>519000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>496618.130000</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>-1212000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1213185.070000</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6000000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1730000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1401300.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <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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        <balance>-3308000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3328977.130000</valUSD>
        <pctVal>-3.7518059</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>2.7840000</repurchaseRt>
          <maturityDt>2020-04-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4702429.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4105654.550000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</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"/>
        </identifiers>
        <balance>-395000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-395228.220000</valUSD>
        <pctVal>-0.4454280</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>1.3000000</repurchaseRt>
          <maturityDt>2020-04-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>418000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>403752.250000</collateralVal>
              <collateralCd>USD</collateralCd>
              <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"/>
        </identifiers>
        <balance>-71000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-71042.600000</valUSD>
        <pctVal>-0.0800660</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>1.3500000</repurchaseRt>
          <maturityDt>2020-04-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>190000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>42511.550000</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>-357000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-358016.460000</valUSD>
        <pctVal>-0.4034898</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>2.0500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>372000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>352879.200000</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>-1972000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1977888.610000</valUSD>
        <pctVal>-2.2291094</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>2.1500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2072143.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1961188.610000</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>-961000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-965978.440000</valUSD>
        <pctVal>-1.0886718</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>2.4866300</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1291000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1171867.170000</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 WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-305000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-305718.780000</valUSD>
        <pctVal>-0.3445495</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>2.0200000</repurchaseRt>
          <maturityDt>2020-04-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>330000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>293906.250000</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>-346000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-346855.770000</valUSD>
        <pctVal>-0.3909115</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>2.1200000</repurchaseRt>
          <maturityDt>2020-04-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>359900.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>342128.880000</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>-208000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-208550.850000</valUSD>
        <pctVal>-0.2350399</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>2.2700000</repurchaseRt>
          <maturityDt>2020-04-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>266000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>215460.000000</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>-1082000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1082000.000000</valUSD>
        <pctVal>-1.2194298</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>2.1000000</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1707000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1464320.630000</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>-1447000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1453057.140000</valUSD>
        <pctVal>-1.6376166</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>2.6910000</repurchaseRt>
          <maturityDt>2020-05-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2205024.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1749830.530000</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 WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-1746000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1746581.990000</valUSD>
        <pctVal>-1.9684234</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>2.0000000</repurchaseRt>
          <maturityDt>2022-03-25</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2447000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2467321.790000</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>-254529.210000</valUSD>
        <pctVal>-0.2868581</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>
              </indexBasketInfo>
            </descRefInstrmnt>
            <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>-779994.840000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3919585.980000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>525465.630000</unrealizedAppr>
          </swapDeriv>
        </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"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-122070.560000</valUSD>
        <pctVal>-0.1375753</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>
              </indexBasketInfo>
            </descRefInstrmnt>
            <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>-181909.610000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>939130.750000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>59839.050000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANCESTRYCOM OPERATIONS INC</name>
        <lei>N/A</lei>
        <title>ANCESTRY COM OPERATIONS INC 2019 EXTENDED TERM LOAN B</title>
        <cusip>03280FAK7</cusip>
        <identifiers>
          <isin value="US03280FAK75"/>
        </identifiers>
        <balance>99498.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83081.450000</valUSD>
        <pctVal>0.0936340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24</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>N/A</name>
        <lei>549300ZCZ76HYCS0H445</lei>
        <title>FRONTIER COMMUNICATIONS CORPO SNR S* ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ7K5BW2L0M2"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-431154.990000</valUSD>
        <pctVal>-0.4859180</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>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FRONTIER COMMUNICATIONS CORPORATION</issuerName>
                <issueTitle>FRONTIER COMM / CITIZENS</issueTitle>
                <identifiers>
                  <isin value="US17453BAJ08"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <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>-398704.990000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARBYS RESTAURANT (IRB HOLDING CORP)</name>
        <lei>549300HVW4WNWYBXN830</lei>
        <title>IRB HOLDING CORP. 2020 TERM LOAN B</title>
        <cusip>44988LAF4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <lei>549300B4YFWH3U74B152</lei>
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        <payoffProfile>Long</payoffProfile>
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        <payoffProfile>Long</payoffProfile>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US45174J1455"/>
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        <balance>39591.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>IHEARTMEDIA INC</issuerName>
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        <balance>71398.000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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    </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="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"/>
      <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"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-05-04</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>
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  </formData>
  <documents>XXXX</documents>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT></P>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS AND UNITS, IF ANY)</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>PRINCIPAL</FONT><FONT><BR>AMOUNT</FONT><FONT><BR>(000s)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>MARKET</FONT><FONT><BR>VALUE</FONT><FONT><BR>(000s)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INVESTMENTS IN SECURITIES 186.6% &#164;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>LOAN PARTICIPATIONS AND ASSIGNMENTS 15.2% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ancestry.com Operations, Inc.</FONT><FONT><BR>5.240% (LIBOR03M + 4.250%) due 08/27/2026 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>99</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Arconic Rolled Products Corp.</FONT><FONT><BR>TBD% due 02/04/2027 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Clear Channel Outdoor Holdings, Inc.</FONT><FONT><BR>4.489% (LIBOR03M + 3.500%) due 08/21/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>90</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Diamond Resorts Corp.</FONT><FONT><BR>4.750% (LIBOR03M + 3.750%) due 09/02/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>659</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>500</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Elanco Animal Health, Inc.</FONT><FONT><BR>TBD% due 02/04/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Emerald TopCo, Inc.</FONT><FONT><BR>4.489% (LIBOR03M + 3.500%) due 07/24/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Encina Private Credit LLC</FONT><FONT><BR>TBD% - 3.832% (LIBOR03M + 3.128%) due 11/30/2025 &#171;~&#181;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,000</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">EyeCare Partners LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>TBD% due 02/18/2027 &#181;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.822% (LIBOR03M + 3.750%) due 02/05/2027 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Financial &amp; Risk U.S. Holdings, Inc.</FONT><FONT><BR>4.239% (LIBOR03M + 3.250%) due 10/01/2025 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>219</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>212</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Forbes Energy Services LLC (6.909% Cash and 11.000% PIK)</FONT><FONT><BR>17.909% (LIBOR03M + 5.000%) due 04/13/2021 ~(c)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>556</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>444</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Froneri International PLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.239% (LIBOR03M + 2.250%) due 01/29/2027 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.739% (LIBOR03M + 5.750%) due 01/31/2028 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Frontier Communications Corp.</FONT><FONT><BR>5.210% - 5.350% (LIBOR03M + 3.750%) due 06/15/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>786</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>745</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ingersoll Rand Co. Ltd.</FONT><FONT><BR>2.739% (LIBOR03M + 1.750%) due 03/01/2027 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Innophos, Inc.</FONT><FONT><BR>4.755% (LIBOR03M + 3.750%) due 02/04/2027 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IRB Holding Corp.</FONT><FONT><BR>3.750% - 3.954% (LIBOR03M + 2.750%) due 02/05/2025 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>168</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>131</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Jefferies Finance LLC</FONT><FONT><BR>4.239% - 4.250% (LIBOR03M + 3.250%) due 06/03/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">McDermott International, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>10.647% (LIBOR03M + 9.000%) due 10/22/2020 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>108</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>107</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>10.647% - 10.806% (LIBOR03M + 9.000%) due 10/21/2020 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>623</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>575</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">McDermott Technology Americas, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>TBD% due 10/21/2021 ^&#171;(d)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>382</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>353</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>TBD% due 05/09/2025 ^(d)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,136</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>343</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MH Sub LLC</FONT><FONT><BR>4.822% (LIBOR03M + 3.750%) due 09/13/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Nascar Holdings, Inc.</FONT><FONT><BR>3.674% (LIBOR03M + 2.750%) due 10/19/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NCI Building Systems, Inc.</FONT><FONT><BR>4.561% (LIBOR03M + 3.750%) due 04/12/2025 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Neiman Marcus Group Ltd. LLC</FONT><FONT><BR>7.500% (LIBOR03M + 6.000%) due 10/25/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,815</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>735</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Neiman Marcus Group Ltd. LLC (6.516% Cash and 1.000% PIK)</FONT><FONT><BR>7.516% (LIBOR03M + 5.500%) due 10/25/2023 ~(c)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,636</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>650</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Pacific Gas &amp; Electric Co.</FONT><FONT><BR>TBD% due 02/22/2049 ^&#171;~(d)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>106</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>106</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Parexel International Corp.</FONT><FONT><BR>3.739% (LIBOR03M + 2.750%) due 09/27/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">PetSmart, Inc.</FONT><FONT><BR>5.000% (LIBOR03M + 4.000%) due 03/11/2022 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>113</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>109</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">PUG LLC</FONT><FONT><BR>4.489% - 4.950% (LIBOR03M + 3.500%) due 01/29/2027 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sequa Mezzanine Holdings LLC</FONT><FONT><BR>10.770% (LIBOR03M + 9.000%) due 04/28/2022 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>800</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>590</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sotera Health Holdings LLC</FONT><FONT><BR>5.500% (LIBOR03M + 4.500%) due 12/11/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Starfruit Finco BV</FONT><FONT><BR>3.863% (LIBOR03M + 3.000%) due 10/01/2025 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>88</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Syniverse Holdings, Inc.</FONT><FONT><BR>6.873% (LIBOR03M + 5.000%) due 03/09/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,416</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>946</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">U.S. Renal Care, Inc.</FONT><FONT><BR>6.000% (LIBOR03M + 5.000%) due 06/26/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Univision Communications, Inc.</FONT><FONT><BR>3.750% (LIBOR03M + 2.750%) due 03/15/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,603</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,226</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">West Corp.</FONT><FONT><BR>5.000% - 5.450% (LIBOR03M + 4.000%) due 10/10/2024 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <TABLE width="auto" style="width: auto; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="330.48pt" style="width: 330.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="351.24pt" style="width: 351.24pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Westmoreland Mining Holdings LLC</FONT><FONT><BR>9.093% (LIBOR03M + 8.250%) due 03/15/2022 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>182</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>179</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Westmoreland Mining Holdings LLC (15.000% PIK)</FONT><FONT><BR>15.000% due 03/15/2029 &#171;(c)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>626</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>453</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Windstream Services LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% (PRIME + 4.250%) due 02/17/2024 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>626</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>390</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Loan Participations and Assignments (Cost $17,732)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>13,463</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CORPORATE BONDS &amp; NOTES 30.2% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>BANKING &amp; FINANCE 9.6% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CBL &amp; Associates LP</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.600% due 10/15/2024 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>190</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>41</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.950% due 12/15/2026 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,621</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>311</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CIT Group, Inc.</FONT><FONT> </FONT><FONT><BR>5.000% due 08/15/2022 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>300</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>295</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Equitable Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>5.000% due 04/20/2048</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">ESH Hospitality, Inc.</FONT><FONT> </FONT><FONT><BR>4.625% due 10/01/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ford Motor Credit Co. LLC</FONT><FONT> </FONT><FONT><BR>5.014% (US0003M + 3.140%) due 01/07/2022 ~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>280</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>227</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fortress Transportation &amp; Infrastructure Investors LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 10/01/2025 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>56</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.750% due 03/15/2022 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>104</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>97</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Hunt Cos., Inc.</FONT><FONT> </FONT><FONT><BR>6.250% due 02/15/2026</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Kennedy-Wilson, Inc.</FONT><FONT> </FONT><FONT><BR>5.875% due 04/01/2024</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ladder Capital Finance Holdings LLLP</FONT><FONT> </FONT><FONT><BR>4.250% due 02/01/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">LoanCore Capital Markets LLC</FONT><FONT> </FONT><FONT><BR>6.875% due 06/01/2020 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,200</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,139</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Navient Corp.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.625% due 01/25/2025 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>51</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>42</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.125% due 03/25/2024 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 06/15/2022 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>196</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 01/25/2022 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>300</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>295</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 09/25/2023 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Newmark Group, Inc.</FONT><FONT> </FONT><FONT><BR>6.125% due 11/15/2023</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Oppenheimer Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>6.750% due 07/01/2022</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Piper Jaffray Cos.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.740% due 10/15/2021 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>190</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.200% due 10/15/2023 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>900</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>854</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sabra Health Care LP</FONT><FONT> </FONT><FONT><BR>4.800% due 06/01/2024</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Springleaf Finance Corp.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.625% due 03/15/2023 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>771</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>761</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.125% due 03/15/2024 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.875% due 03/15/2025 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,025</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,040</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Toll Road Investors Partnership LP</FONT><FONT> </FONT><FONT><BR>0.000% due 02/15/2045 (f)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>194</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>63</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Uniti Group LP</FONT><FONT> </FONT><FONT><BR>7.875% due 02/15/2025 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,005</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>942</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Voyager Aviation Holdings LLC</FONT><FONT> </FONT><FONT><BR>8.500% due 08/15/2021 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,842</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,747</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>8,534</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 14.2% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Albertsons Cos., Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.500% due 02/15/2023 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.625% due 01/15/2027 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.875% due 02/15/2030 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Arconic Corp.</FONT><FONT> </FONT><FONT><BR>6.125% due 02/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Associated Materials LLC</FONT><FONT> </FONT><FONT><BR>9.000% due 01/01/2024 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,996</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,617</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CCO Holdings LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 08/15/2030 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.750% due 03/01/2030 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Centene Corp.</FONT><FONT> </FONT><FONT><BR>4.750% due 01/15/2025</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>33</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Charter Communications Operating LLC</FONT><FONT> </FONT><FONT><BR>4.800% due 03/01/2050</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>41</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>43</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citrix Systems, Inc.</FONT><FONT> </FONT><FONT><BR>3.300% due 03/01/2030</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Clear Channel Worldwide Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>9.250% due 02/15/2024 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>459</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>398</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Community Health Systems, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 03/31/2023 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,356</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,254</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.625% due 02/15/2025 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>221</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>206</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 03/15/2026 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.625% due 01/15/2024 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>236</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>235</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Corning, Inc.</FONT><FONT> </FONT><FONT><BR>5.450% due 11/15/2079</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CVS Pass-Through Trust</FONT><FONT> </FONT><FONT><BR>5.880% due 01/10/2028 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,017</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,183</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">DAE Funding LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.000% due 08/01/2020 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 08/01/2022 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 08/01/2024 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 11/15/2021 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>93</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 11/15/2023 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>93</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Dealer Tire LLC</FONT><FONT> </FONT><FONT><BR>8.000% due 02/01/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Diamond Resorts International, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.750% due 09/01/2023 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>10.750% due 09/01/2024 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>500</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>309</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">DriveTime Automotive Group, Inc.</FONT><FONT> </FONT><FONT><BR>8.000% due 06/01/2021 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>330</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>294</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Eldorado Resorts, Inc.</FONT><FONT> </FONT><FONT><BR>6.000% due 09/15/2026 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>363</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Energy Transfer Operating LP</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.900% due 05/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.750% due 05/15/2030 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 05/15/2050 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Envision Healthcare Corp.</FONT><FONT> </FONT><FONT><BR>8.750% due 10/15/2026 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>382</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Exela Intermediate LLC</FONT><FONT> </FONT><FONT><BR>10.000% due 07/15/2023</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fresh Market, Inc.</FONT><FONT> </FONT><FONT><BR>9.750% due 05/01/2023 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>350</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>166</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Front Range BidCo, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.000% due 03/01/2027 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>56</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>54</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.125% due 03/01/2028 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Full House Resorts, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.575% due 01/31/2024 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.738% due 02/02/2024 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">General Electric Co.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.875% due 01/14/2038 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.150% due 08/07/2037 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.875% due 01/10/2039 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Griffon Corp.</FONT><FONT> </FONT><FONT><BR>5.750% due 03/01/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">HCA, Inc.</FONT><FONT> </FONT><FONT><BR>3.500% due 09/01/2030</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartCommunications, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.375% due 05/01/2026 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>233</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>222</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.375% due 05/01/2027 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>245</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>210</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Innophos Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>9.375% due 02/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Kraft Heinz Foods Co.</FONT><FONT> </FONT><FONT><BR>3.950% due 07/15/2025 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>98</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Kronos Acquisition Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>9.000% due 08/15/2023 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>166</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Lamar Media Corp.</FONT><FONT> </FONT><FONT><BR>3.750% due 02/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Laredo Petroleum, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.500% due 01/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>10.125% due 01/15/2028 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">LifePoint Health, Inc.</FONT><FONT> </FONT><FONT><BR>4.375% due 02/15/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Mattel, Inc.</FONT><FONT> </FONT><FONT><BR>5.875% due 12/15/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Micron Technology, Inc.</FONT><FONT> </FONT><FONT><BR>5.327% due 02/06/2029</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>33</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MSCI, Inc.</FONT><FONT> </FONT><FONT><BR>3.625% due 09/01/2030</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NCL Corp. Ltd.</FONT><FONT> </FONT><FONT><BR>3.625% due 12/15/2024</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Netflix, Inc.</FONT><FONT> </FONT><FONT><BR>5.375% due 11/15/2029</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Noble Holding International Ltd.</FONT><FONT> </FONT><FONT><BR>7.875% due 02/01/2026</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>45</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ortho-Clinical Diagnostics, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.625% due 05/15/2022 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 02/01/2028 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Par Pharmaceutical, Inc.</FONT><FONT> </FONT><FONT><BR>7.500% due 04/01/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">PetSmart, Inc.</FONT><FONT> </FONT><FONT><BR>5.875% due 06/01/2025</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Prime Security Services Borrower LLC</FONT><FONT> </FONT><FONT><BR>6.250% due 01/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Radiology Partners, Inc.</FONT><FONT> </FONT><FONT><BR>9.250% due 02/01/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Range Resources Corp.</FONT><FONT> </FONT><FONT><BR>9.250% due 02/01/2026</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="11.28pt" style="width: 11.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sealed Air Corp.</FONT><FONT> </FONT><FONT><BR>4.000% due 12/01/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Staples, Inc.</FONT><FONT> </FONT><FONT><BR>7.500% due 04/15/2026</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Station Casinos LLC</FONT><FONT> </FONT><FONT><BR>4.500% due 02/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TEGNA, Inc.</FONT><FONT> </FONT><FONT><BR>4.625% due 03/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Topaz Solar Farms LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.875% due 09/30/2039 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>329</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>340</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 09/30/2039 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,167</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,393</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TransDigm, Inc.</FONT><FONT> </FONT><FONT><BR>5.500% due 11/15/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean Guardian Ltd.</FONT><FONT> </FONT><FONT><BR>5.875% due 01/15/2024</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean Pontus Ltd.</FONT><FONT> </FONT><FONT><BR>6.125% due 08/01/2025</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean, Inc.</FONT><FONT> </FONT><FONT><BR>7.250% due 11/01/2025</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>51</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Trident TPI Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>9.250% due 08/01/2024</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Triumph Group, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 06/01/2022 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 09/15/2024 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">U.S. Renal Care, Inc.</FONT><FONT> </FONT><FONT><BR>10.625% due 07/15/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">UAL Pass-Through Trust</FONT><FONT> </FONT><FONT><BR>6.636% due 01/02/2024 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>389</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>360</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">United Rentals North America, Inc.</FONT><FONT> </FONT><FONT><BR>4.000% due 07/15/2030</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Univision Communications, Inc.</FONT><FONT> </FONT><FONT><BR>5.125% due 02/15/2025 (k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>438</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>377</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">ViaSat, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.625% due 09/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.625% due 04/15/2027 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Western Midstream Operating LP</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.698% (US0003M + 0.850%) due 01/13/2023 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.100% due 02/01/2025 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.050% due 02/01/2030 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 02/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Wyndham Destinations, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.900% due 03/01/2023 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.625% due 03/01/2030 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 04/01/2027 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>154</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>130</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>12,553</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>UTILITIES 6.4% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CenturyLink, Inc.</FONT><FONT> </FONT><FONT><BR>4.000% due 02/15/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Edison International</FONT><FONT> </FONT><FONT><BR>5.750% due 06/15/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Frontier Communications Corp.</FONT><FONT> </FONT><FONT><BR>8.000% due 04/01/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Pacific Gas &amp; Electric Co.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.300% due 03/15/2027 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>132</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>127</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.400% due 08/15/2024 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.500% due 10/01/2020 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>388</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>382</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.500% due 06/15/2025 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>151</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>147</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.750% due 08/15/2042 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.850% due 11/15/2023 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.000% due 12/01/2046 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.250% due 05/15/2021 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>373</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>369</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.300% due 03/15/2045 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 12/15/2041 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.600% due 06/15/2043 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.650% due 08/01/2028 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>227</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>238</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.750% due 02/15/2044 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>157</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>155</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.125% due 11/15/2043 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>244</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>247</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.400% due 01/15/2040 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.800% due 03/01/2037 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>644</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>659</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.050% due 03/01/2034 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>323</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>328</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 03/01/2039 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>151</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>155</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.350% due 02/15/2038 ^(d)(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>57</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>58</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Southern California Edison Co.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.650% due 03/01/2028 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.650% due 02/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.125% due 03/01/2048 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.650% due 10/01/2043 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>33</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.875% due 03/01/2049 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>46</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 04/01/2035 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 01/15/2034 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.650% due 04/01/2029 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Southern California Gas Co.</FONT><FONT> </FONT><FONT><BR>2.550% due 02/01/2030</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
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        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sprint Corp.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.125% due 06/15/2024 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>158</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>175</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 09/15/2021 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>104</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 02/01/2028 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>59</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.625% due 02/15/2025 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>394</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>439</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.625% due 03/01/2026 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>954</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,085</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.875% due 09/15/2023 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>527</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>584</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Talen Energy Supply LLC</FONT><FONT> </FONT><FONT><BR>6.625% due 01/15/2028</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean Poseidon Ltd.</FONT><FONT> </FONT><FONT><BR>6.875% due 02/01/2027</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>5,693</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Corporate Bonds &amp; Notes (Cost $29,378)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>26,780</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CONVERTIBLE BONDS &amp; NOTES 0.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 0.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Caesars Entertainment Corp.</FONT><FONT> </FONT><FONT><BR>5.000% due 10/01/2024</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Convertible Bonds &amp; Notes (Cost $51)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>MUNICIPAL BONDS &amp; NOTES 0.8% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>WEST VIRGINIA 0.8% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007</FONT><FONT> </FONT><FONT><BR>7.467% due 06/01/2047</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>780</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>757</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Municipal Bonds &amp; Notes (Cost $737)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>757</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>U.S. GOVERNMENT AGENCIES 4.6% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fannie Mae</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.497% due 07/25/2029 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>169</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>157</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.513% due 02/25/2040 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>50</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.697% due 07/25/2029 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>230</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>150</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Freddie Mac</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 02/25/2046 (b)(f)(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,291</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,172</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.100% due 05/25/2020 - 02/25/2046 (a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16,836</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.493% due 01/25/2021 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,458</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.700% due 11/25/2055 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,293</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>484</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.716% due 10/25/2020 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,992</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.011% due 11/25/2045 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,027</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>133</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.615% due 06/25/2041 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10,500</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>342</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.981% due 04/25/2025 ~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,300</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,159</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.097% due 10/25/2029 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>250</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>131</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.497% due 12/25/2027 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>446</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>288</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total U.S. Government Agencies (Cost $4,462)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>4,070</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>NON-AGENCY MORTGAGE-BACKED SECURITIES 46.5% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Adjustable Rate Mortgage Trust</FONT><FONT> </FONT><FONT><BR>4.060% due 01/25/2036 ^~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>133</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Banc of America Alternative Loan Trust</FONT><FONT> </FONT><FONT><BR>5.983% due 04/25/2037 ^~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>141</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>133</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Banc of America Funding Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.150% due 12/20/2034 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>287</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>180</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.747% due 03/20/2036 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.806% due 03/25/2037 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>73</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 10/25/2037 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>476</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>359</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Banc of America Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.526% due 06/25/2035 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>49</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.543% due 06/20/2031 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>304</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>285</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bancorp Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>4.455% due 08/15/2032 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,300</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,172</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">BCAP LLC Trust</FONT><FONT> </FONT><FONT><BR>2.047% due 07/26/2036 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>87</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>66</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bear Stearns ALT-A Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.117% due 04/25/2037 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>620</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>469</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.579% due 05/25/2036 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>38</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.647% due 05/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>198</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>165</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.716% due 08/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>219</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>222</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.758% due 09/25/2034 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>92</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>81</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.775% due 11/25/2036 ^~(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>652</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>491</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.825% due 01/25/2047 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.878% due 07/25/2035 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>135</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>109</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.884% due 08/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>263</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>160</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bear Stearns Commercial Mortgage Securities Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.657% due 10/12/2041 ~(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>830</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>850</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.745% due 04/12/2038 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">BRAD Resecuritization Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.193% due 03/12/2021</FONT><FONT> &#171;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,231</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.550% due 03/12/2021</FONT><FONT> &#171;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>295</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>294</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CBA Commercial Small Balance Commercial Mortgage</FONT><FONT> </FONT><FONT><BR>6.040% due 01/25/2039 ^&#254;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>266</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>196</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CD Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.398% due 12/11/2049 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CD Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.688% due 10/15/2048</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,039</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>602</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Chase Mortgage Finance Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 03/25/2037 ^</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>218</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>157</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.557% due 12/10/2049 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>673</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>413</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.130% due 11/25/2035 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,619</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,104</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.223% due 11/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>81</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.685% due 08/25/2035 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>38</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 11/25/2037 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>846</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>583</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust, Inc.</FONT><FONT> </FONT><FONT><BR>3.507% due 10/25/2035 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>415</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>272</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust, Inc. Mortgage Pass-Through Certificates</FONT><FONT> </FONT><FONT><BR>3.950% due 09/25/2035 ^~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>112</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>82</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CitiMortgage Alternative Loan Trust</FONT><FONT> </FONT><FONT><BR>5.500% due 04/25/2022 ^</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Commercial Mortgage Lease-Backed Certificates</FONT><FONT> </FONT><FONT><BR>6.250% due 06/20/2031 ~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,700</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,646</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Commercial Mortgage Loan Trust</FONT><FONT> </FONT><FONT><BR>5.983% due 12/10/2049 ~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>751</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>482</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.895% due 07/10/2046 ~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>690</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>683</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Alternative Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.227% due 02/25/2037 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>202</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>161</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.237% due 02/25/2036 ^&#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>612</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>457</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.497% due 10/25/2037 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,118</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>965</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.966% due 12/25/2035 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,054</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>895</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 03/25/2035 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>485</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>304</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 11/25/2035 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>172</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>49</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 04/25/2036 ^(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,751</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,888</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Home Loan Mortgage Pass-Through Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.587% due 03/25/2035 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>130</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.817% due 03/25/2046 ^&#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>611</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>360</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.711% due 02/20/2036 ^&#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.750% due 09/20/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>105</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.792% due 09/25/2047 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>323</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>272</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 05/25/2037 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>257</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>179</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse Commercial Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.457% due 02/15/2040 ~(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,222</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>579</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.869% due 09/15/2040 ~(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>241</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>118</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse First Boston Mortgage Securities Corp.</FONT><FONT> </FONT><FONT><BR>7.000% due 02/25/2033</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>51</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse Mortgage Capital Certificates</FONT><FONT> </FONT><FONT><BR>2.161% due 11/30/2037 ~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,900</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,298</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse Mortgage Capital Mortgage-Backed Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.896% due 04/25/2036 &#254; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>205</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>136</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 07/25/2036 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,110</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>815</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 05/25/2036 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>163</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>84</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">First Horizon Alternative Mortgage Securities Trust</FONT><FONT> </FONT><FONT><BR>3.610% due 08/25/2035 ^~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GE Commercial Mortgage Corp. Trust</FONT><FONT> </FONT><FONT><BR>5.606% due 12/10/2049 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>201</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>172</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GS Mortgage Securities Corp. Trust</FONT><FONT> </FONT><FONT><BR>4.591% due 10/10/2032 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>900</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>745</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GS Mortgage Securities Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.225% due 08/10/2043 ~(a) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,764</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.174% due 05/10/2045 ~(a) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,546</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>92</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.622% due 11/10/2039 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>512</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>391</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GSR Mortgage Loan Trust</FONT><FONT> </FONT><FONT><BR>3.800% due 03/25/2047 ^~(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>966</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>742</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">HarborView Mortgage Loan Trust</FONT><FONT> </FONT><FONT><BR>1.250% due 01/19/2036 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>598</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>415</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IndyMac Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.747% due 11/25/2034 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>94</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.381% due 05/25/2036 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>130</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.239% due 06/25/2037 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>229</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>183</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">JPMorgan Alternative Loan Trust</FONT><FONT> </FONT><FONT><BR>6.500% due 03/25/2036 ^(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,051</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>783</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">JPMorgan Chase Commercial Mortgage Securities Corp.</FONT><FONT> </FONT><FONT><BR>1.593% due 03/12/2039 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>167</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">JPMorgan Chase Commercial Mortgage Securities Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.488% due 02/15/2046 ~(a) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>57,062</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>203</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.411% due 05/15/2047 (k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,544</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,790</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.059% due 02/12/2051 ~(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>685</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>691</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">JPMorgan Mortgage Trust</FONT><FONT> </FONT><FONT><BR>4.688% due 07/25/2035 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>35</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">LB-UBS Commercial Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.407% due 11/15/2038 ^(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>299</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>169</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.562% due 02/15/2040 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>119</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>67</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Lehman Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 08/25/2021 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>63</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>63</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.68pt" style="width: 1.68pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="11.28pt" style="width: 11.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.829% due 04/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>144</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>120</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 05/25/2037 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>261</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>253</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MASTR Adjustable Rate Mortgages Trust</FONT><FONT> </FONT><FONT><BR>3.892% due 11/25/2035 ^~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>347</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>251</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MASTR Asset Securitization Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 06/25/2036 ^&#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>325</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>284</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Merrill Lynch Mortgage Investors Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.367% due 07/25/2030 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>52</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>47</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.607% due 11/25/2029 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.356% due 11/25/2035 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>93</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Morgan Stanley Capital Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.303% due 11/12/2049 ~(a) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,399</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.399% due 12/15/2043 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>108</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>73</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Morgan Stanley Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.934% due 01/25/2035 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>225</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>157</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 08/25/2037 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>206</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>132</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Morgan Stanley Resecuritization Trust</FONT><FONT> </FONT><FONT><BR>4.033% due 03/26/2037 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,257</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,729</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Mortgage Equity Conversion Asset Trust</FONT><FONT> </FONT><FONT><BR>4.000% due 07/25/2060</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>165</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>155</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Motel Trust</FONT><FONT> </FONT><FONT><BR>7.631% due 08/15/2024 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,049</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>830</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Regal Trust</FONT><FONT> </FONT><FONT><BR>2.535% due 09/29/2031 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Accredit Loans, Inc. Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.682% due 01/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>297</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>253</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 08/25/2035 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>236</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>218</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 06/25/2036 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>126</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>109</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 09/25/2037 ^ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>216</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>194</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Asset Securitization Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 03/25/2037 ^</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>203</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>107</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Funding Mortgage Securities, Inc. Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 06/25/2036 ^</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>190</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>173</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Structured Adjustable Rate Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.864% due 04/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>281</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>199</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.868% due 01/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>264</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>175</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.515% due 09/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>108</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>92</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Structured Asset Mortgage Investments Trust</FONT><FONT> </FONT><FONT><BR>1.157% due 08/25/2036 ^&#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>694</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>560</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TBW Mortgage-Backed Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 07/25/2036 ^</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>133</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Wachovia Bank Commercial Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.936% due 10/15/2041 ~(a) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>47</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.720% due 10/15/2048 ~(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,783</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,734</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">WaMu Mortgage Pass-Through Certificates Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.437% due 06/25/2044 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>365</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>314</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.484% due 11/25/2046 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>397</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>331</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.740% due 12/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>272</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>235</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Washington Mutual Mortgage Pass-Through Certificates Trust</FONT><FONT> </FONT><FONT><BR>6.500% due 08/25/2036 ^(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,106</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>822</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Wells Fargo Alternative Loan Trust</FONT><FONT> </FONT><FONT><BR>5.500% due 07/25/2022</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Wells Fargo-RBS Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>0.794% due 02/15/2044 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12,573</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>47</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Non-Agency Mortgage-Backed Securities (Cost $42,596)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>41,246</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>ASSET-BACKED SECURITIES 78.4% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Asset-Backed Securities Corp. Home Equity Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.042% due 02/25/2035 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,041</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,879</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.672% due 12/25/2034 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,450</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,344</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.174% due 06/21/2029 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bayview Financial Acquisition Trust</FONT><FONT> </FONT><FONT><BR>1.221% due 12/28/2036 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>49</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>49</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bear Stearns Asset-Backed Securities Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.327% due 04/25/2036 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,060</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,306</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.200% due 07/25/2036 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>298</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>285</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 12/25/2035 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bombardier Capital Mortgage Securitization Corp.</FONT><FONT> </FONT><FONT><BR>7.830% due 06/15/2030 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,185</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>404</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Centex Home Equity Loan Trust</FONT><FONT> </FONT><FONT><BR>1.697% due 01/25/2035 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,643</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,439</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.107% due 12/25/2036 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,486</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>904</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.167% due 12/25/2036 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>818</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>383</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.397% due 11/25/2045 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,488</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,435</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.647% due 11/25/2046 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,900</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>966</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust, Inc.</FONT><FONT> </FONT><FONT><BR>1.207% due 03/25/2037 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,248</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,661</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Conseco Finance Securitizations Corp.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.960% due 05/01/2031 </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>345</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>174</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.163% due 03/01/2033 ~ </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>794</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>682</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Asset-Backed Certificates</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.077% due 12/25/2036 ^&#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,063</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>818</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.087% due 06/25/2035 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,168</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,720</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.087% due 06/25/2047 ^&#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,359</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.097% due 04/25/2047 ^&#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>723</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>676</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.147% due 06/25/2037 ^&#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>687</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>571</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.187% due 05/25/2036 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,207</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,466</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.597% due 06/25/2035 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,522</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Asset-Backed Certificates Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.217% due 09/25/2046 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,262</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,558</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.822% due 10/25/2035 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,104</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,331</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Crecera Americas LLC</FONT><FONT> </FONT><FONT><BR>5.563% due 08/31/2020 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,900</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,900</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">EMC Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.997% due 05/25/2040 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>328</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>318</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.247% due 02/25/2041 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>292</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>268</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fremont Home Loan Trust</FONT><FONT> </FONT><FONT><BR>1.127% due 04/25/2036 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>600</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>575</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GE Capital Mortgage Services, Inc. Trust</FONT><FONT> </FONT><FONT><BR>6.705% due 04/25/2029 ~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>64</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>54</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GSAMP Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.697% due 12/25/2034 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,181</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,123</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.747% due 06/25/2035 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,200</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,875</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Harley Marine Financing LLC</FONT><FONT> </FONT><FONT><BR>7.869% due 05/15/2043</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>466</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Home Equity Mortgage Loan Asset-Backed Trust</FONT><FONT> </FONT><FONT><BR>1.187% due 04/25/2037 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,324</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,980</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">HSI Asset Securitization Corp. Trust</FONT><FONT> </FONT><FONT><BR>1.057% due 04/25/2037 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,549</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,831</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Marlette Funding Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 07/16/2029 </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT>(f) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>589</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 03/15/2030 </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT>(f) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,170</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MASTR Asset-Backed Securities Trust</FONT><FONT> </FONT><FONT><BR>1.057% due 08/25/2036 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,077</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,455</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Morgan Stanley ABS Capital, Inc. Trust</FONT><FONT> </FONT><FONT><BR>1.727% due 12/25/2034 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>143</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>113</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Morgan Stanley Home Equity Loan Trust</FONT><FONT> </FONT><FONT><BR>2.012% due 05/25/2035 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,913</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,079</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">National Collegiate Commutation Trust</FONT><FONT> </FONT><FONT><BR>0.000% due 03/25/2038 &#8226;</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,500</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,065</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">People's Financial Realty Mortgage Securities Trust</FONT><FONT> </FONT><FONT><BR>1.077% due 09/25/2036 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,481</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>381</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Renaissance Home Equity Loan Trust</FONT><FONT> </FONT><FONT><BR>7.238% due 09/25/2037 ^&#254;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,798</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,955</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Asset Securities Corp. Trust</FONT><FONT> </FONT><FONT><BR>1.637% due 08/25/2035 &#8226;(k)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,350</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,548</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Securitized Asset-Backed Receivables LLC Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.377% due 01/25/2035 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>844</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>726</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.397% due 10/25/2035 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,500</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,906</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">SoFi Consumer Loan Program LLC</FONT><FONT> </FONT><FONT><BR>0.000% due 11/25/2026 </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT>(f)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>891</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">SoFi Professional Loan Program LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 03/25/2036 </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT>(f) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>69</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 01/25/2039 (f) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>274</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 05/25/2040 (f) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>339</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 09/25/2040 (f) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>339</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>159</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Structured Asset Investment Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.672% due 10/25/2034 &#8226;(k) </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,986</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,620</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.447% due 10/25/2033 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>68</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>58</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">UCFC Manufactured Housing Contract</FONT><FONT> </FONT><FONT><BR>7.900% due 01/15/2028 ^~</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>239</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>229</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">UPS Capital Business Credit</FONT><FONT> </FONT><FONT><BR>7.664% due 04/15/2026 ^</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT>&#8226;(d)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,856</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Asset-Backed Securities (Cost $74,02</FONT><FONT>0</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>69,609</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>SHARES</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>COMMON STOCKS 1.2% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>COMMUNICATION SERVICES 0.1% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Clear Channel Outdoor Holdings, Inc.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>108,013</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>69</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartMedia, Inc.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartMedia, Inc. 'A'</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,080</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>44</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>114</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CONSUMER DISCRETIONARY 0.6% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Caesars Entertainment Corp.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71,398</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>483</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>ENERGY 0.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Forbes Energy Services Ltd.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)(i)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>35,625</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 0.1% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Westmoreland Mining Holdings LLC</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;(i)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,231</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="12.12pt" style="width: 12.12pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="11.22pt" style="width: 11.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>UTILITIES 0.4% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TexGen Power LLC</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">  </FONT><FONT>&#171;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,914</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>372</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Common Stocks (Cost $3,931)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>1,050</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>WARRANTS 0.3% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>COMMUNICATION SERVICES 0.3% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartMedia, Inc. - Exp. 05/01/2039</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>39,591</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>290</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 0.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sequa Corp. - Exp. 04/28/2024</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>118,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Warrants (Cost $876)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>309</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>PREFERRED SECURITIES 1.4% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 1.4% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">General Electric Co.</FONT><FONT><BR>5.000% due 01/21/2021 &#8226;(h)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53,000</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>44</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sequa Corp. (12.000% PIK)</FONT><FONT><BR>12.000% </FONT><FONT>&#171;(c)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,828</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,238</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Preferred Securities (Cost $2,200)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>1,282</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REAL ESTATE INVESTMENT TRUSTS 2.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REAL ESTATE 2.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">VICI Properties, Inc.</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>104,988</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,747</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Real Estate Investment Trusts (Cost $1,538)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>1,747</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SHORT-TERM INSTRUMENTS 6.0% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REPURCHASE AGREEMENTS (j) 5.4%</FONT><FONT><BR></FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; ">4,755</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>U.S. TREASURY BILLS 0.6% </FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.056% due 04/28/2020 (f)(g)(n)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>495</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>495</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Short-Term Instruments (Cost $5,2</FONT><FONT>50</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>5,250</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Investments in Securities (Cost $182,7</FONT><FONT>71</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>165,592</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Investments 186.6% (Cost $182,771)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>165,592</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Financial Derivative Instruments</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(l)(m)</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(0.</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">2</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">)</FONT><FONT>%(Cost or Premiums, net $220)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>(210)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Other Assets and Liabilities, net (86.4)%</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>(76,619)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="107" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Net Assets 100.0%</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>88,763</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
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                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="line-height: 2.0pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="162">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NOTES TO SCHEDULE OF INVESTMENTS:   </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">* A zero balance may reflect actual amounts rounding to less than one thousand.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#164;</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">^</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security is in default.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security valued using significant unobservable inputs (Level 3).</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#181;</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan commitments.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">~</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Variable or Floating rate security.  Rate shown is the rate in effect as of period end.  Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions.  Reference rate is as of reset date, which may vary by security.  These securities may not indicate a reference rate and/or spread in their description.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#8226;</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#254;</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(a)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security is an Interest Only ("IO") or IO Strip.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(b)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Principal only security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(c)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Payment in-kind security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(d)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security is not accruing income as of the date of this report.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security did not produce income within the last twelve months.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(f)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Zero coupon security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(g)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Coupon represents a yield to maturity.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(h)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Perpetual maturity; date shown, if applicable, represents next contractual call date.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(i)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">RESTRICTED SECURITIES:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="40" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Issuer Description</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Acquisition</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Cost</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market</FONT><FONT><BR>Value</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market Value</FONT><FONT><BR>as Percentage</FONT><FONT><BR>of Net Assets</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Forbes Energy Services Ltd.</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>07/29</FONT><FONT>/2014</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,769</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.00</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>%</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Westmoreland Mining Holdings LLC</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/08/2014</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>269</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.09</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="40" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,038</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>81</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.09%</FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>BORROWINGS AND OTHER FINANCING TRANSACTIONS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(j)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">REPURCHASE AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Lending</FONT><FONT><BR>Rate</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Settlement</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Principal</FONT><FONT><BR>Amount</FONT></P>
                        </TD>
                        <TD colspan="52" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 4.319999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Collateralized By</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Collateral</FONT><FONT><BR>(Received)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Repurchase</FONT><FONT><BR>Agreements,</FONT><FONT><BR>at Value</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Repurchase</FONT><FONT><BR>Agreement</FONT><FONT><BR>Proceeds</FONT><FONT><BR>to be</FONT><FONT><BR>Received</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>FICC</FONT></P>
                        </TD>
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.000% </FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="9">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/01/2020</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 46.98pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>555</FONT></P>
                        </TD>
                        <TD colspan="52">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 4.319999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury Inflation Protected Securities 1.125% due 01/15/2021</FONT></P>
                        </TD>
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(568)</FONT></P>
                        </TD>
                        <TD colspan="10">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>555</FONT></P>
                        </TD>
                        <TD colspan="9">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>555</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>RDR</FONT></P>
                        </TD>
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.000 </FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="9">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/01/2020</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 46.98pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,200</FONT></P>
                        </TD>
                        <TD colspan="52">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 4.319999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury Notes 1.625% due 05/15/2026</FONT></P>
                        </TD>
                        <TD colspan="6" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(4,301)</FONT></P>
                        </TD>
                        <TD colspan="10" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,200</FONT></P>
                        </TD>
                        <TD colspan="9" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,200</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="56" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Repurchase Agreements</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(4,869)</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">4,755</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">4,755</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REVERSE REPURCHASE AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Borrowing Rate</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Settlement Date</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity Date</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Amount</FONT><FONT><BR>Borrowed</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payable for</FONT><FONT><BR>Reverse</FONT><FONT><BR>Repurchase</FONT><FONT><BR>Agreements</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>BNY</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.722% </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/08/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(6,854)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(6,898)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>BOS</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.537 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/26/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/24/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,280)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,293)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>BPS</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/13/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,515)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,516)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.790 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/16/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,021)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,021)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.000 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/22/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,250)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,251)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>BRC</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.204 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/03/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/03/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(372)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(373)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.264 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/04/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/03/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(138)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(138)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.500 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/18/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/22/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(850)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(851)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.586 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/19/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/27/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,450)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,451)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>4.750 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/19/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,655)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,655)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>CEW</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.150 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/19/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/21/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(241)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(241)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.350 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/30/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/30/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(213)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(213)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>CIW</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.600 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/28/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,112)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,112)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>CSG</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.250 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/20/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,598)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,598)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>JML</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.360 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(812)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(813)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="12.12pt" style="width: 12.12pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="11.22pt" style="width: 11.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.68pt" style="width: 1.68pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="25.08pt" style="width: 25.08pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.42pt" style="width: 3.42pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="21.60pt" style="width: 21.60pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.68pt" style="width: 1.68pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="11.28pt" style="width: 11.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>JPS</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.650 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/06/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/06/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,489)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,505)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>MZF</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.000 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/06/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/04/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,793)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,801)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>NOM</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.350 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/03/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/07/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(161)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(161)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>RBC</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.051 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/06/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/04/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(615)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(616)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>RTA</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.117 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/18/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/21/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(940)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(942)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.132 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/11/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/11/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,633)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,638)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.195 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/31/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/30/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(645)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(647)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.641 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/04/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/04/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,812)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,824)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.641 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/05/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/05/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(9,779)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(9,819)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.670 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/29/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/28/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,707)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,715)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>SAL</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.731 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/10/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/15/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,162)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,174)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>SOG</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.500 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(752)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(752)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.450 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(121)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(121)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.736 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/16/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/14/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(298)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(300)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.786 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/17/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/14/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,411)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,425)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.822 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/08/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(726)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(731)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>UBS</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.300 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/16/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/15/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(395)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(395)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.350 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/10/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,356)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,358)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.350 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/16/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/15/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(71)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(71)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/06/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,586)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,588)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/09/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(77)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(77)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/10/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(484)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(484)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.600 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/10/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,212)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,213)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.000 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/26/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,746)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,747)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.020 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/19/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/24/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(305)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(306)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.050 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/11/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(357)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(358)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.100 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/01/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,082)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,082)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.120 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/19/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/24/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(346)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(347)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.150 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/11/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,972)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,978)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.270 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/19/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/24/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(208)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(209)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.487 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/17/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(961)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(966)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.515 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/03/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/07/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,578)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,581)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.691 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>02/05/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/05/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,447)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,453)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.784 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/10/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/13/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,308)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,329)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.850 </FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/06/2020</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/06/2020</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,098)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,119)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Reverse Repurchase Agreements</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(82,256)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(k)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Securities with an aggregate market value of $100,065 and cash of $4,003 have been pledged as collateral under the terms of master agreements as of March 31, 2020.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>The average amount of borrowings outstanding during the period ended March 31, 2020 was $(73,594) at a weighted average interest rate of 2.849%.  Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Open maturity reverse repurchase agreement.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(l)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>FUTURES CONTRACTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SHORT FUTURES CONTRACTS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="118" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Variation Margin
                                    </U></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Description</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Expiration</FONT><FONT><BR>Month</FONT></P>
                        </TD>
                        <TD style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT># of</FONT><FONT><BR>Contracts</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="31" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury 30-Year Bond June Futures</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> </FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>06/2020</FONT></P>
                        </TD>
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 43.20pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 55.62pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(179)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(7)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="83" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Futures Contracts</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(7)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">2</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SWAP AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="128" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="42" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Variation Margin
                                    </U></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Reference Entity</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Fixed </FONT><FONT><BR>Receive Rate</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payment</FONT><FONT><BR>Frequency</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Implied</FONT><FONT><BR>Credit Spread at</FONT><FONT><BR>March 31, 2020</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(3)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Premiums</FONT><FONT><BR>Paid/</FONT><FONT><BR>(Received)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market</FONT><FONT><BR>Value</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(4)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Frontier Communications Corp. </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5.000%</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Quarterly</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/20/2020</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1289.750</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>%</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 50.10pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>590</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(33)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(398)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(431)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(12)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Sprint Communications, Inc. </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5.000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Quarterly</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/20/2021</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.398</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 50.10pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>300</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>(24)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>(388)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>(412)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>(12)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INTEREST RATE SWAPS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="128" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="42" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Variation Margin
                                    </U></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay/</FONT><FONT><BR>Receive</FONT><FONT><BR>Floating Rate</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Floating Rate Index</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Fixed Rate</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payment</FONT><FONT><BR>Frequency</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Premiums</FONT><FONT><BR>Paid/</FONT><FONT><BR>(Received)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market</FONT><FONT><BR>Value</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2.750%</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/19/2023</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15,300</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(131)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,554</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,423</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.750</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/21/2023</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32,300</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>606</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,095</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,701</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.750</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/21/2026</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,200</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>77</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>185</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>262</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.000</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/19/2029</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,800</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>630</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,071</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,701</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(38)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.000</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/19/2038</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,000</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,537)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,507)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>159</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2.000</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>01/15/2050</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(29)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(30)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.625</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>01/16/2050</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(78)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(78)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.750</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>01/22/2050</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>700</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(4)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(157)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(161)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.625</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>02/03/2050</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(78)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(79)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,206</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,232</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>217</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(43)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="60" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Swap Agreements</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">1,182</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(362)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">820</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">219</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(55)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Cash of $1,031 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2020.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on  issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative.  The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the referenced entity'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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(3)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(4)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end.  Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument'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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(m)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SWAP AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CREDIT DEFAULT SWAPS ON CREDIT INDICES - SELL PROTECTION</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="142" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Swap Agreements, at Value
                                    </U></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(3)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Index/Tranches</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Fixed </FONT><FONT><BR>Receive Rate</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payment</FONT><FONT><BR>Frequency</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Premiums</FONT><FONT><BR>Paid/(Received)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>GST</FONT></P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>ABX.HE.AA.6-1 Index </FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.320%</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Monthly</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>07/25/2045</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 50.10pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,920</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(780)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>526</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(254)</FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>ABX.HE.PENAAA.7-1 Index </FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.090</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Monthly</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>08/25/2037</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 50.10pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>939</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(182)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(122)</FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="97" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Swap Agreements</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(962)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">586</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">0</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(376)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(n)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Securities with an aggregate market value of $495 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2020.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(3)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end.  Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument'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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>FAIR VALUE MEASUREMENTS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">The following is a summary of the fair valuations according to the inputs used as of March 31, 2020 in valuing the Fund's assets and liabilities</FONT><FONT>:</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Category and Subcategory</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Level 1</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Level 2</FONT></P>
                        </TD>
                        <TD colspan="26" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Level 3</FONT></P>
                        </TD>
                        <TD colspan="33" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Fair Value</FONT><FONT><BR>at 03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.68pt" style="width: 1.68pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="11.28pt" style="width: 11.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-size: 12.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Investments in Securities, at Value</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Loan Participations and Assignments</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,712</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,751</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13,463</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Corporate Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Banking &amp; Finance</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,534</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,534</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12,553</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12,553</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Utilities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,693</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,693</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Convertible Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Municipal Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>West Virginia</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>757</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>757</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Government Agencies</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,070</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,070</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Non-Agency Mortgage-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40,934</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>312</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>41,246</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Asset-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>63,359</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,250</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>69,609</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Common Stocks</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Communication Services</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>113</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>114</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Consumer Discretionary</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>483</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>483</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Energy</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Utilities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>372</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>372</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Warrants</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Communication Services</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>290</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>290</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Preferred Securities</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>44</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,238</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,282</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Real Estate Investment Trusts</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Real Estate</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,747</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,747</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Short-Term Instruments</FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Repurchase Agreements</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,755</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,755</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="51" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury Bills</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>495</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>495</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Total Investments</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,343</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>150,228</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13,021</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>165,592</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Financial Derivative Instruments - Assets </FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Exchange-traded or centrally cleared</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; "><FONT>219</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; "><FONT>221</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="159" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Financial Derivative Instruments - Liabilities </FONT></P>
                        </TD>
                        <TD colspan="16">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Exchange-traded or centrally cleared</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(55)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(55)</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Over the counter</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(376)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(376)</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(431)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(431)</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Total Financial Derivative Instruments</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(212)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(210)</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="53" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Totals</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,345</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>150,016</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13,021</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>165,382</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2020:</FONT><FONT><BR></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Category and Subcategory</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Beginning</FONT><FONT><BR>Balance</FONT><FONT><BR>at 06/30/2019</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net</FONT><FONT><BR>Purchases</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> </FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net</FONT><FONT><BR>Sales/Settlement</FONT><FONT>s</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> </FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Accrued</FONT><FONT><BR>Discounts/</FONT><FONT><BR>(Premiums)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Realized</FONT><FONT><BR>Gain/(Loss)</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net Change in</FONT><FONT><BR>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> (1)</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Transfers into</FONT><FONT><BR>Level 3</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Transfers out</FONT><FONT><BR>of Level 3</FONT></P>
                        </TD>
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Ending</FONT><FONT><BR>Balance</FONT><FONT><BR>at 03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net Change in</FONT><FONT><BR>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT><FONT><BR>on Investments</FONT><FONT><BR>Held at</FONT><FONT><BR>03/31/2020</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> (1)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Investments in Securities, at Value</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Loan Participations and Assignments</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,020</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,</FONT><FONT>900</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(</FONT><FONT>2,699</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(719)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(</FONT><FONT>588</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>644</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(829)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,751</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(326)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Non-Agency Mortgage-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>377</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(34)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(33)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>312</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(33)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Asset-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,391</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,138</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(379)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,001)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,065</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,2</FONT><FONT>50</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,023)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Common Stocks</FONT></P>
                        </TD>
                        <TD colspan="166">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>134</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(56)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(55)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Telecommunication Services</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Utilities</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>389</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(17)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>372</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(17)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Warrants</FONT></P>
                        </TD>
                        <TD colspan="166">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>139</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(120)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(120)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Preferred Securities</FONT></P>
                        </TD>
                        <TD colspan="166">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,763</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,787)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,23</FONT><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,787)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Totals</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>9,213</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>10,300</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(</FONT><FONT>3,11</FONT><FONT>2)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>2</FONT><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(68</FONT><FONT>5</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(</FONT><FONT>3,602</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>1,710</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(829)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>13,021</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(3,361)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT><BR></FONT><FONT style="font-weight: bold; ">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:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="127" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="43" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>(% Unless Noted Otherwise)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Category and Subcategory</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Ending</FONT><FONT><BR>Balance</FONT><FONT><BR>at 03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="42" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Valuation Technique</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Unobservable Inputs</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Input Value(s)</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Weighted Average</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Investments in Securities, at Value</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Loan Participations and Assignments</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,000</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Market Based Approach</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Recovery Value</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100.000 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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            <P></P>
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            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
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                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO PCM Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="36.72pt" style="width: 36.72pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.48pt" style="width: 6.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>390</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Reference Instrument</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Spread</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.750 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,</FONT><FONT>361</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Third Party Vendor</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Broker Quote</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>63.000 - 100.250 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83.995</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Non-Agency Mortgage-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>312</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Proxy </FONT><FONT>P</FONT><FONT>ricing</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Base Price</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.500 - 99.500 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>93.707</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Asset-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>466</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,78</FONT><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Proxy </FONT><FONT>P</FONT><FONT>ricing</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Base Price</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.000 - 37,374.762 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23,444.979</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Common Stocks</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Telecommunication Services</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Utilities</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>372</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Indicative Market Quotation</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Broker Quote</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>37.500 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Warrants</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="171" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Preferred Securities</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,23</FONT><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Fundamental </FONT><FONT>V</FONT><FONT>aluation</FONT></P>
                        </TD>
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Company Equity Value</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="34" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>328,700,000.</FONT><FONT>000</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>13,0</FONT><FONT>2</FONT><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="141">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">1</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT>Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2020 may be due to an investment no longer held or categorized as Level 3 at period end.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="168" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
    </DIV>

<DIV style=" page-break-before: always;"><P style=" margin: 0pt; font-size: 5pt;">&#8203;</P></DIV>
 <DIV style="font-family: Times New Roman, Times, serif; ">
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">Notes to Financial Statements</FONT><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <P style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; margin-bottom: 4.319999999999999pt; font-weight: bold; color: #365585; margin-top: 0; "><FONT style="color: black; ">1</FONT><FONT style="color: black; ">. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS</FONT><FONT style="color: black; font-size: 12.0pt; "> </FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 9.6pt; margin-top: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">(</FONT><FONT style="font-weight: bold; font-size: 8.5pt; ">a) Investment Valuation Policies </FONT><FONT> </FONT><FONT style="font-size: 8.5pt; ">The net asset value (&#8220;NAV&#8221;) of the Fund's shares is determined by dividing the total value of portfolio investments and other assets attributable to </FONT><FONT style="font-size: 8.5pt; ">the</FONT><FONT style="font-size: 8.5pt; "> Fund less any liabilities by the total number of shares outstanding of the Fund.</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "> </FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">On each day that the New York Stock Exchange (&#8220;NYSE&#8221;) is open,</FONT><FONT style="font-size: 8.5pt; "> Fund shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) (&#8220;NYSE Close&#8221;). 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 (&#8220;SEC&#8221;).</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 </FONT><FONT style="font-size: 8.5pt; ">p</FONT><FONT style="font-size: 8.5pt; ">ricing </FONT><FONT style="font-size: 8.5pt; ">s</FONT><FONT style="font-size: 8.5pt; ">ervices, quotation reporting systems and other third-party sources (together, &#8220;Pricing Services&#8221;). 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. </FONT><FONT style="font-size: 8.5pt; ">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 (&#8220;PIMCO&#8221; or the &#8220;Manager&#8221;) 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 ("ETFs"), are valued at the NAVs of such investments.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">If a foreign (non-U.S.) equity security&#8217;s value has materially changed after the close of the security&#8217;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</FONT><FONT style="font-size: 8.5pt; "> of Trustees (the &#8220;Board&#8221;).</FONT><FONT style="font-size: 8.5pt; "> 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</FONT><FONT style="font-size: 8.5pt; "> </FONT><FONT style="font-size: 8.5pt; ">foreign (non-U.S.) </FONT><FONT style="font-size: 8.5pt; ">securities. For these purposes, any movement in the applicable reference index or instrument (&#8220;zero trigger&#8221;) relating to the </FONT><FONT style="font-size: 8.5pt; ">foreign (non-U.S.)</FONT><FONT style="font-size: 8.5pt; "> 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Senior secured floating rate loans for which an active secondary market exists to a reliable degree </FONT><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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</FONT><FONT style="font-size: 8.5pt; "> 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 (&#8220;Broker Quotes&#8221;), Pricing Services&#8217; 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</FONT><FONT style="font-size: 8.5pt; ">,</FONT><FONT style="font-size: 8.5pt; "> to the Manager</FONT><FONT style="font-size: 8.5pt; ">, 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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&#8217;s policy is intended to result in a calculation of the Fund&#8217;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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">(b) Fair Value Hierarchy  </FONT><FONT style="font-size: 8.5pt; ">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.</FONT><FONT style="font-size: 8.5pt; "> It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, </FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">Notes to Financial Statements </FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.0pt; ">(Cont.)</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&#8226; Level 1 &#8212; Quoted prices in active markets or exchanges for identical assets and liabilities.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-style: italic; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&#8226; Level 2 &#8212; 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&#8226; Level 3 &#8212; 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 2 to Level 3 are a result of a change, in the normal course of business, from the use of methods used by </FONT><FONT style="font-size: 8.5pt; ">P</FONT><FONT style="font-size: 8.5pt; ">ricing </FONT><FONT style="font-size: 8.5pt; ">S</FONT><FONT style="font-size: 8.5pt; ">ervices (Level 2) to the use of a </FONT><FONT style="font-size: 8.5pt; ">B</FONT><FONT style="font-size: 8.5pt; ">roker </FONT><FONT style="font-size: 8.5pt; ">Q</FONT><FONT style="font-size: 8.5pt; ">uote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by </FONT><FONT style="font-size: 8.5pt; ">P</FONT><FONT style="font-size: 8.5pt; ">ricing </FONT><FONT style="font-size: 8.5pt; ">S</FONT><FONT style="font-size: 8.5pt; ">ervices 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><FONT style="font-size: 8.5pt; ">.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 </FONT><FONT style="font-size: 8.5pt; ">Schedule of Investments for the Fund.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">(</FONT><FONT style="font-weight: bold; font-size: 8.5pt; ">c) Valuation Techniques and the Fair Value Hierarchy</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">Level 1 and Level 2 trading assets and trading liabilities, at fair value </FONT><FONT style="font-size: 8.5pt; ">The valuation methods (or &#8220;techniques&#8221;) 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities and </FONT><FONT style="font-size: 8.5pt; ">non-U.S.</FONT><FONT style="font-size: 8.5pt; "> bonds are normally valued </FONT><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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><FONT style="font-size: 8.5pt; ">  </FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts</FONT><FONT style="font-size: 8.5pt; "> 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 </FONT><FONT style="font-size: 8.5pt; ">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, London Interbank Offered Rate forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.0pt; ">March 31, 2020 (Unaudited)</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">Level 3 trading assets and trading liabilities, at fair value </FONT><FONT style="font-size: 8.5pt; ">When a fair valuation method is applied by </FONT><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Reference instrument valuation estimates fair value by utilizing the correlation of the security to one or more broad-based securities, market indices, and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithm</FONT><FONT style="font-size: 8.5pt; ">s</FONT><FONT style="font-size: 8.5pt; "> based on percentage change in the reference instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Market based valuation estimates fair value by projecting the company's market value, which may include unobservable inputs such as estimated recovery on assets. 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; margin-bottom: 4.319999999999999pt; font-weight: bold; color: #365585; margin-top: 0; "><FONT style="color: black; ">2</FONT><FONT style="color: black; ">. FEDERAL INCOME TAX MATTERS</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the &#8220;Code&#8221;) 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">In accordance with U.S. GAAP, </FONT><FONT style="font-size: 8.5pt; ">the Manager has reviewed the Fund's tax positions for all open tax years. As of March 31, 2020, 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">The</FONT><FONT style="font-size: 8.5pt; "> 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><FONT style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; "> </FONT></P>
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<p style="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt;">&nbsp;</p>
<p style="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt;">&nbsp;</p>

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<tr><TD COLSPAN="7" STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Glossary:
                                         (abbreviations that may be used in the preceding statements)</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
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    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="text-align:right;margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">(Unaudited)</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom; width: 7%"></td>
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    <TD COLSPAN="3" STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td></tr>
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    <TD COLSPAN="3" STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Counterparty
                                         Abbreviations:</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BNY</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Bank
                                         of New York Mellon</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>FICC</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Fixed
                                         Income Clearing Corporation </FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>RBC</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Royal
                                         Bank of Canada</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BOS</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">BofA
                                         Securities, Inc.</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>GST</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Goldman
                                         Sachs International</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>RDR</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">RBC
                                         Capital Markets LLC</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BPS</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">BNP
                                         Paribas S.A.</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>JML</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">JP
                                         Morgan Securities Plc</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>RTA</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">RBC
                                         (Barbados) Trading Bank Corp.</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BRC</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Barclays
                                         Bank PLC</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>JPS</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">J.P.
                                         Morgan Securities LLC</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>SAL</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Citigroup
                                         Global Markets, Inc.</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CEW</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Canadian
                                         Imperial Bank of Commerce</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>MZF</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Mizuho
                                         Securities USA</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>SOG</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Societe
                                         Generale Paris</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CIW</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">CIBC
                                         World Markets Corp.</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>NOM</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Nomura
                                         Securities International Inc.</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>UBS</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">UBS
                                         Securities LLC</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CSG</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Credit
                                         Suisse AG Cayman</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td></tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
<tr>
    <TD COLSPAN="3" STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Currency
                                         Abbreviations:</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>USD
                                         (or $)</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">United
                                         States Dollar</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td></tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
<tr>
    <TD COLSPAN="3" STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Index/Spread
                                         Abbreviations:</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>ABX.HE</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Asset-Backed
                                         Securities Index - Home Equity</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>PRIME</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Daily
                                         US Prime Rate</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>US0003M</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">3
                                         Month USD Swap Rate</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>LIBOR03M</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">3
                                         Month USD-LIBOR</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></td></tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
<tr>
    <TD COLSPAN="3" STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Other&nbsp;
                                         Abbreviations:</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>&nbsp;</B></FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>
    <TD STYLE="border-bottom: #44546A 1pt solid; vertical-align: bottom; padding: 0pt 5.4pt"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>ABS</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Asset-Backed
                                         Security</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>PIK</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Payment-in-Kind</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TBD</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">To-Be-Determined</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>ALT</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Alternate
                                         Loan Trust</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TBA</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">To-Be-Announced</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TBD%</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Interest
                                         rate to be determined when loan settles or at the time of funding</FONT></p>   </td>  </tr>
<tr>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>LIBOR</B></FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"><p style="margin-right:0pt;margin-left:0pt;margin-top:0pt;margin-bottom:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">London
                                         Interbank Offered Rate</FONT></p>   </td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>
    <TD STYLE="padding: 0pt 5.4pt; vertical-align: bottom"></td>  </tr>
</table>
<p style="margin-top:0pt;margin-right:0pt;margin-bottom:10.0pt;margin-left:0pt;" ><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">&nbsp;</FONT></p>
<p style="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt;"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></p>

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