<SEC-DOCUMENT>0000908187-20-000074.txt : 20201124
<SEC-HEADER>0000908187-20-000074.hdr.sgml : 20201124
<ACCEPTANCE-DATETIME>20201124152121
ACCESSION NUMBER:		0000908187-20-000074
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200930
FILED AS OF DATE:		20201124
PERIOD START:           	20210630

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:		201343493

	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>
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      <repPdDate>2020-09-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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      <totLiabs>136491460.110000</totLiabs>
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        <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>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>USD-LIBOR-BBA-Bloomberg 3M</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-LIBOR-BBA-Bloomberg 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.000000"/>
            <terminationDt>2038-12-20</terminationDt>
            <upfrontPmnt>17441.170000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5200000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1819840.400000</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>US LONG BOND(CBT) DEC20 XCBT 20201221</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="USZ0"/>
        </identifiers>
        <balance>-1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1498.600000</valUSD>
        <pctVal>0.0014544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1M5FK5-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-21</expDate>
            <notionalAmt>-176281.250000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1498.600000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WIND US EQUITY WINDSTREAM 8725909B2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="967CGZII3"/>
        </identifiers>
        <balance>43520.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>593612.800000</valUSD>
        <pctVal>0.5760853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>None</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WINDSTREAM HOLDINGS INC</issuerName>
                <issueTitle>WINDSTREAM *BACKSTOP COMMITMENT*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="EQTYDU9M6"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-03-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>277278.680000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AZALEA TOPCO INC (AKA: EMERALD TOPCO INC)</name>
        <lei>549300HC42NZULO53062</lei>
        <title>EMERALD TOPCO INC TERM LOAN</title>
        <cusip>29102TAB8</cusip>
        <identifiers>
          <isin value="US29102TAB89"/>
        </identifiers>
        <balance>5940.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5739.530000</valUSD>
        <pctVal>0.0055701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.7606</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>BANC OF AMERICA ALT LOAN TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA ALTERNATIVE LO BOAA 2007 1 2A1</title>
        <cusip>059496AC3</cusip>
        <identifiers>
          <isin value="US059496AC37"/>
        </identifiers>
        <balance>126317.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127549.990000</valUSD>
        <pctVal>0.1237839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.91253</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>BANC OF AMERICA FUNDING CORP 2004-B</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2</title>
        <cusip>05946XHW6</cusip>
        <identifiers>
          <isin value="US05946XHW65"/>
        </identifiers>
        <balance>283899.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191975.350000</valUSD>
        <pctVal>0.1863069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.09959</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>BANC OF AMERICA FUNDING CORP 2006-B</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 7A1</title>
        <cusip>058928AN2</cusip>
        <identifiers>
          <isin value="US058928AN26"/>
        </identifiers>
        <balance>59385.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53752.620000</valUSD>
        <pctVal>0.0521655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.69202</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>BANC OF AMERICA FUNDING CORP 2007-2</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 TA1B</title>
        <cusip>05951GAB8</cusip>
        <identifiers>
          <isin value="US05951GAB86"/>
        </identifiers>
        <balance>70617.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71356.440000</valUSD>
        <pctVal>0.0692495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.8058</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>BANC OF AMERICA FUNDING CORP 2007-8</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 2A1</title>
        <cusip>05953LAD1</cusip>
        <identifiers>
          <isin value="US05953LAD10"/>
        </identifiers>
        <balance>437817.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354768.940000</valUSD>
        <pctVal>0.3442938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</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>BANCORP COMMERCIAL MORTGAGE TRUST 2017-CRE2</name>
        <lei>N/A</lei>
        <title>THE BANCORP COMMERCIAL MORTGAG BANC 2017 CRE2 D 144A</title>
        <cusip>05972AAJ9</cusip>
        <identifiers>
          <isin value="US05972AAJ97"/>
        </identifiers>
        <balance>2300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2180402.530000</valUSD>
        <pctVal>2.1160223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.90238</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>BANK OF AMERICA MTG SEC 2002-E</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 E A1</title>
        <cusip>06050HJH2</cusip>
        <identifiers>
          <isin value="US06050HJH21"/>
        </identifiers>
        <balance>269682.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270407.530000</valUSD>
        <pctVal>0.2624233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70377</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>BANK OF AMERICA MTG SEC 2005-3</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 3A1</title>
        <cusip>05949A6L9</cusip>
        <identifiers>
          <isin value="US05949A6L94"/>
        </identifiers>
        <balance>59220.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55638.390000</valUSD>
        <pctVal>0.0539956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38475</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>BAYVIEW FINANCIAL ACQUISITION TR 2006-D</name>
        <lei>N/A</lei>
        <title>BAYVIEW FINANCIAL ACQUISITION BAYV 2006 D 2A4</title>
        <cusip>07325HAK1</cusip>
        <identifiers>
          <isin value="US07325HAK14"/>
        </identifiers>
        <balance>34354.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34272.700000</valUSD>
        <pctVal>0.0332607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.42475</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>BCAP LLC TRUST 2011-R11</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2011 R11 8A7 144A</title>
        <cusip>05533FCN9</cusip>
        <identifiers>
          <isin value="US05533FCN96"/>
        </identifiers>
        <balance>87194.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76140.150000</valUSD>
        <pctVal>0.0738920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.557999</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>BEAR STEARNS  COMM MTGE SEC 2006-T22</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T22 H 144A</title>
        <cusip>07387BGC1</cusip>
        <identifiers>
          <isin value="US07387BGC19"/>
        </identifiers>
        <balance>40000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39959.820000</valUSD>
        <pctVal>0.0387799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.10509</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>BEAR STEARNS  COMM MTGE SEC 2006-T24</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A</title>
        <cusip>07388NAH9</cusip>
        <identifiers>
          <isin value="US07388NAH98"/>
        </identifiers>
        <balance>796143.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815171.090000</valUSD>
        <pctVal>0.7911017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.657</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>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK</title>
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          <isin value="US18453H1068"/>
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        <curCd>USD</curCd>
        <valUSD>108013.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2004-9</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2004 9 1A1</title>
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          <isin value="US07386HKY61"/>
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        <curCd>USD</curCd>
        <valUSD>82755.840000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 5 26A1</title>
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          <isin value="US07386HUN96"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-3</name>
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          <isin value="US07386HL339"/>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-3</name>
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          <isin value="US07386HL669"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2</title>
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          <isin value="US073873AK72"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-6</name>
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          <isin value="US073868BE01"/>
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        <curCd>USD</curCd>
        <valUSD>413406.710000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-R1</name>
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          <isin value="US073866BR57"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2007-1</name>
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          <isin value="US07386XAH98"/>
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        <debtSec>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2007-2</name>
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      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AC1</name>
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        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3</name>
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      <invstOrSec>
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        <name>BOEING CO/THE</name>
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        <name>BOEING CO/THE</name>
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      <invstOrSec>
        <name>BOEING CO/THE</name>
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      <invstOrSec>
        <name>BOEING CO/THE</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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      <invstOrSec>
        <name>BOEING CO/THE</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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      <invstOrSec>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
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        <name>COMMERCIAL MTGE PASS THRU CERT 2010-C1</name>
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      <invstOrSec>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-4</name>
        <lei>N/A</lei>
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        <cusip>12544RAA6</cusip>
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          <isin value="US12544RAA68"/>
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        <balance>234330.980000</balance>
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        <curCd>USD</curCd>
        <valUSD>170430.280000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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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>
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          <isin value="US17025RAA32"/>
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        <balance>291530.530000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CRECERA AMERICAS LLC 2017-1</name>
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          <isin value="US22534CAA09"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-C1</name>
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          <isin value="US22545XAG88"/>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-C5</name>
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          <isin value="US22546BAH33"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERT 2006</name>
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          <isin value="US225470M675"/>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R</name>
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      <invstOrSec>
        <name>CREDIT SUISSE MRTG CAPITAL CERT 2006-4</name>
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        <name>GENERAL ELECTRIC COMPANY</name>
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        <name>CREDIT SUISSE MRTG CAPITAL CERT 2006-6</name>
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        <name>CS FIRST BOSTON MTG SEC 2003-1</name>
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        <name>CVS PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88</title>
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      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
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        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 11/21 5.25</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 11/23 5.75</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELTA AIR LINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 01/26 7.375</title>
        <cusip>247361ZZ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>965733.770000</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>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375</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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        <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>
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        <name>FANNIE MAE 2020-37</name>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1</name>
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        <title>FANNIE MAE   CAS CAS 2020 SBT1 2M2 144A</title>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THRU KAIV</name>
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        <name>FIRST HORIZON ALT MTG SEC 2005-AA6</name>
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        <name>FIRST INTERNATIONAL BANK 2000-A</name>
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        <name>MCDERMOTT INTERNATIONAL LTD</name>
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        <name>FORBES ENERGY SERVICES LLC</name>
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        <name>FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1</name>
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        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2011-C3</name>
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      <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>679621.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684691.220000</valUSD>
        <pctVal>0.6644745</pctVal>
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        <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>6.37441</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>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>31251.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30646.080000</valUSD>
        <pctVal>0.0297412</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>2.96177</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>
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        <identifiers>
          <isin value="US489399AG06"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13947.500000</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>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>
      <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>203250.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <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>LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP</name>
        <lei>N/A</lei>
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          <isin value="US505742AM88"/>
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        <balance>7000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6072.500000</valUSD>
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        <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>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <isin value="US50180CAG50"/>
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        <balance>282433.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157475.230000</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>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>
        </securityLending>
      </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>118867.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65775.910000</valUSD>
        <pctVal>0.0638338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEALAND FINANCE COMPANY BV</name>
        <lei>N/A</lei>
        <title>MCDERMOTT TECHLGY AMERICAS INC 2020 MAKE WHOLE TL</title>
        <cusip>N5200EAC5</cusip>
        <identifiers>
          <isin value="XAN5200EAC56"/>
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        <balance>129554.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113359.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1466</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>LEALAND FINANCE COMPANY BV</name>
        <lei>N/A</lei>
        <title>MCDERMOTT TECHLGY AMERICAS INC 2020 TAKE BACK TL</title>
        <cusip>N5200EAB7</cusip>
        <identifiers>
          <isin value="XAN5200EAB73"/>
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        <balance>185384.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151087.990000</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>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.1466</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2006-2</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2006 2 1A1</title>
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          <isin value="US52520MGG24"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117349.560000</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>2036-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.95412</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2006-4</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2006 4 3A1</title>
        <cusip>52520RAG7</cusip>
        <identifiers>
          <isin value="US52520RAG74"/>
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        <balance>41517.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42282.080000</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>2021-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2007-4</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2007 4 4A1</title>
        <cusip>52521LBG8</cusip>
        <identifiers>
          <isin value="US52521LBG86"/>
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        <balance>240716.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243930.040000</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>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A</title>
        <cusip>57109H102</cusip>
        <identifiers>
          <isin value="US57109H1023"/>
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        <curCd>USD</curCd>
        <valUSD>344312.060000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2020-1A</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A</title>
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          <isin value="US57109J1088"/>
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        <curCd>USD</curCd>
        <valUSD>1903620.500000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>MASTR ADJ RATE MTGE TRUST 2007-R5</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A</title>
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          <isin value="US57645WAA80"/>
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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>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26093</annualizedRt>
          <isDefault>Y</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>MASTR ASSET BACKED SEC TR 2006-NC2</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3</title>
        <cusip>55275BAC1</cusip>
        <identifiers>
          <isin value="US55275BAC19"/>
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        <balance>3006690.230000</balance>
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        <curCd>USD</curCd>
        <valUSD>1639585.470000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.25813</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>MASTR ASSET SECURITIZATION TRUST 2006-2</name>
        <lei>N/A</lei>
        <title>MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A11</title>
        <cusip>55274QAL9</cusip>
        <identifiers>
          <isin value="US55274QAL95"/>
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        <balance>276291.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247254.940000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
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        <lei>5493003XDLS9LCQ3SY55</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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      <invstOrSec>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>PAR PHARMACEUTICAL INC</name>
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      <invstOrSec>
        <name>PAREXEL INTERNATIONAL CORPORATION</name>
        <lei>549300GCZVUYB6P2OA17</lei>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>PEOPLE'S FINANCE REALTY MTGE SEC 2006-1</name>
        <lei>N/A</lei>
        <title>PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 1A2</title>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PETSMART INC</name>
        <lei>N/A</lei>
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          <isin value="US71677HAG02"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PIPER SANDLER COMPANIES</name>
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      <invstOrSec>
        <name>PIPER SANDLER COMPANIES</name>
        <lei>QUQDBTUSOAKFEVMRMF78</lei>
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      <invstOrSec>
        <name>REFINITIV US HOLDINGS INC (AKA: FINANCIAL &amp; RISK US HOLDINGS I)</name>
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      <invstOrSec>
        <name>REGAL TRUST IV 1999-1</name>
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        <name>RENAISSANCE HOME EQUITY LOAN TR 2007-3</name>
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        <name>RESIDENTIAL ACCREDIT LOANS 2005-QS10</name>
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        <name>RESIDENTIAL ACCREDIT LOANS 2007-QS10</name>
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        <issuerCat>CORP</issuerCat>
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        <name>RESIDENTIAL ASSET SEC TRUST 2007-A1</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
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      <invstOrSec>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TBW MTGE BACKED PASS THRU CERT 2006-2</name>
        <lei>N/A</lei>
        <title>TBW MORTGAGE BACKED PASS THROU TBW 2006 2 4A1</title>
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        <identifiers>
          <isin value="US878048AH04"/>
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        <curCd>USD</curCd>
        <valUSD>84505.270000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEGNA INC</name>
        <lei>549300YC5EDBGX85AO10</lei>
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        <identifiers>
          <isin value="US87901JAE55"/>
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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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
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      <invstOrSec>
        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
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        <identifiers>
          <isin value="US88880LAA17"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760310.600000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.467</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TOLL ROAD INVESTORS PARTNERSHIP II LP</name>
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        <identifiers>
          <isin value="US88948ABL08"/>
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        <balance>193877.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62927.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875</title>
        <cusip>89054XAD7</cusip>
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          <isin value="US89054XAD75"/>
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        <balance>311736.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346194.730000</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>4.875</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>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75</title>
        <cusip>89054XAC9</cusip>
        <identifiers>
          <isin value="US89054XAC92"/>
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        <balance>2197187.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2570964.700000</valUSD>
        <pctVal>2.4950524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC COMPANY GUAR 11/27 5.5</title>
        <cusip>893647BL0</cusip>
        <identifiers>
          <isin value="US893647BL01"/>
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        <balance>8000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7703.600000</valUSD>
        <pctVal>0.0074761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>7800.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5070.000000</valUSD>
        <pctVal>0.0049203</pctVal>
        <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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <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>14535.000000</valUSD>
        <pctVal>0.0141058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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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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        <identifiers>
          <isin value="US89382PAA30"/>
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        <balance>21840.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19656.000000</valUSD>
        <pctVal>0.0190756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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>
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        <identifiers>
          <isin value="US89383JAA60"/>
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        <balance>20000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16100.000000</valUSD>
        <pctVal>0.0156246</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC</name>
        <lei>N/A</lei>
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        <cusip>013092AC5</cusip>
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          <isin value="US013092AC57"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2048.490000</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>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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TRIPADVISOR INC COMPANY GUAR 144A 07/25 7</title>
        <cusip>896945AA0</cusip>
        <identifiers>
          <isin value="US896945AA07"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1044375.000000</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>7</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>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>3290.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC SECURED 144A 09/24 6.25</title>
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        <balance>11000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9383.220000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <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>
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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 02/30 4.875</title>
        <cusip>013092AE1</cusip>
        <identifiers>
          <isin value="US013092AE14"/>
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        <balance>3000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3130.500000</valUSD>
        <pctVal>0.0030381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</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>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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR15</name>
        <lei>N/A</lei>
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        <cusip>93363QAC2</cusip>
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        <balance>435672.110000</balance>
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        <curCd>USD</curCd>
        <valUSD>408510.050000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-6</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916425.550000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3</name>
        <lei>N/A</lei>
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        <cusip>94985GAQ9</cusip>
        <identifiers>
          <isin value="US94985GAQ91"/>
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        <balance>2957.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2949.130000</valUSD>
        <pctVal>0.0028621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</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>WESTERN MIDSTREAM OPERATING LP</name>
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        <cusip>958667AD9</cusip>
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          <isin value="US958667AD99"/>
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        <balance>9000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8372.800000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTERN MIDSTREAM OPERATING LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <cusip>958667AA5</cusip>
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          <isin value="US958667AA50"/>
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        <balance>5000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4640.200000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND COAL CO PIK TERM LOAN</title>
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          <isin value="US96106JAE91"/>
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        <balance>674444.390000</balance>
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        <curCd>USD</curCd>
        <valUSD>393425.670000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS</title>
        <cusip>96106JAB5</cusip>
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          <isin value="US96106JAB52"/>
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        <balance>136611.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129780.550000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.25</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2011-C2</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2011 C2 XA 144A</title>
        <cusip>92935JAE5</cusip>
        <identifiers>
          <isin value="US92935JAE55"/>
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        <balance>10954851.570000</balance>
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        <curCd>USD</curCd>
        <valUSD>330.840000</valUSD>
        <pctVal>0.0003211</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.986777</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>WINDSTREAM SERVICES II LLC</name>
        <lei>549300KT9GVEBYCD2N29</lei>
        <title>WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B</title>
        <cusip>97381JAE3</cusip>
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          <isin value="US97381JAE38"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165006.250000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.25</annualizedRt>
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      <invstOrSec>
        <name>WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
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        <title>WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9</title>
        <cusip>98310WAL2</cusip>
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          <isin value="US98310WAL28"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13746.250000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 04/27 5.75</title>
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          <isin value="US98310WAN83"/>
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        <balance>154000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158427.500000</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>Variable</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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>
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          <isin value="US98310WAQ15"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4833.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZAYO GROUP HOLDINGS INC</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125</title>
        <cusip>98919VAB1</cusip>
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          <isin value="US98919VAB18"/>
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        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12387.960000</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>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>697000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697000.000000</valUSD>
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        <assetCat>RA</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="Fixed Income Clearing Corp" isCleared="Y"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="976EBD000"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9089513.250000</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>
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          <transCat>Reverse repurchase</transCat>
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              <collateralVal>12590586.860000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-2650041.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2656899.070000</valUSD>
        <pctVal>-2.5784494</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 Mellon"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6061300</repurchaseRt>
          <maturityDt>2021-02-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5093629.830000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3871495.570000</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 FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-376038.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-376311.560000</valUSD>
        <pctVal>-0.3652003</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>0.4500000</repurchaseRt>
          <maturityDt>2022-08-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>373000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>389754.960000</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>-4729057.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4739056.680000</valUSD>
        <pctVal>-4.5991276</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 LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5535000</repurchaseRt>
          <maturityDt>2020-11-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8084459.250000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>7267831.730000</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/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-131802.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-131843.290000</valUSD>
        <pctVal>-0.1279504</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.7000000</repurchaseRt>
          <maturityDt>2020-10-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>135000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>151821.380000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-2120484.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2123142.860000</valUSD>
        <pctVal>-2.0604533</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4558800</repurchaseRt>
          <maturityDt>2020-12-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3728245.750000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3127774.060000</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</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-679599.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-679815.150000</valUSD>
        <pctVal>-0.6597424</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.5200000</repurchaseRt>
          <maturityDt>2020-12-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>626000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>744995.950000</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>-1805408.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1809225.510000</valUSD>
        <pctVal>-1.7558049</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>1.5535000</repurchaseRt>
          <maturityDt>2020-11-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2300000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2180402.530000</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>CITIGROUP REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLX004"/>
        </identifiers>
        <balance>-1060885.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1063273.310000</valUSD>
        <pctVal>-1.0318783</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>1.6535000</repurchaseRt>
          <maturityDt>2020-11-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1473452.330000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1432902.480000</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>-1698685.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1702421.700000</valUSD>
        <pctVal>-1.6521547</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>1.5525000</repurchaseRt>
          <maturityDt>2020-11-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2177802.120000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2167217.780000</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>-1440204.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1440532.130000</valUSD>
        <pctVal>-1.3979979</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>1.1716300</repurchaseRt>
          <maturityDt>2021-03-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1985940.470000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1949901.610000</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>-3821213.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3822120.820000</valUSD>
        <pctVal>-3.7092659</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>1.2216300</repurchaseRt>
          <maturityDt>2021-03-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6294687.050000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5534377.770000</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>-1493296.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1497929.700000</valUSD>
        <pctVal>-1.4537007</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 Mellon"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7185000</repurchaseRt>
          <maturityDt>2021-01-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3756011.390000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2203557.610000</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>-342630.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-342989.890000</valUSD>
        <pctVal>-0.3328625</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3995000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1015713.960000</principalAmt>
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              <collateralVal>492227.200000</collateralVal>
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              <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 BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
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        <balance>-1200971.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1202463.260000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4908800</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1531850.980000</principalAmt>
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              <collateralVal>1773570.020000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO REGIONS BANK REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932BHK007"/>
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        <curCd>USD</curCd>
        <valUSD>-1613913.740000</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="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2411626.420000</principalAmt>
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              <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/REGIONS BANK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="930ZZC004"/>
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        <curCd>USD</curCd>
        <valUSD>-1092836.260000</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="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5530000</repurchaseRt>
          <maturityDt>2020-11-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1997997.760000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
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        <balance>-466832.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-467418.110000</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="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4558800</repurchaseRt>
          <maturityDt>2020-12-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>662174.250000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>630732.690000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RBC CAPITAL MARKETS REPO REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MCJ001"/>
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        <balance>8800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8800000.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.1000000</repurchaseRt>
          <maturityDt>2020-10-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8804000.000000</principalAmt>
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              <collateralVal>8934684.380000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
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        <curCd>USD</curCd>
        <valUSD>-141785.190000</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <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 SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
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        <balance>-346085.400000</balance>
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        <curCd>USD</curCd>
        <valUSD>-346428.500000</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"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>410930.000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
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        <balance>-768309.570000</balance>
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        <curCd>USD</curCd>
        <valUSD>-768322.800000</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"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.6200000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>800000.000000</principalAmt>
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              <collateralVal>839939.510000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </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"/>
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        <balance>-2974039.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2979505.960000</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4703800</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4761366.890000</principalAmt>
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              <collateralVal>4110211.280000</collateralVal>
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              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
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        <balance>-620678.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>-620933.620000</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.8700000</repurchaseRt>
          <maturityDt>2021-03-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>734000.000000</principalAmt>
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              <collateralVal>778957.500000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-1487013.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1487552.630000</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.8700000</repurchaseRt>
          <maturityDt>2021-03-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1594000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1835800.020000</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>-3139981.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3143461.520000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.7000000</repurchaseRt>
          <maturityDt>2022-08-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3529435.930000</principalAmt>
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              <collateralVal>3553883.650000</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 SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-579629.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-579697.600000</valUSD>
        <pctVal>-0.5625810</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>0.7000000</repurchaseRt>
          <maturityDt>2022-09-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>637844.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>633158.840000</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 TORONTO DOMINIO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMA003"/>
        </identifiers>
        <balance>-1015546.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1015921.190000</valUSD>
        <pctVal>-0.9859243</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 Mellon"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.3800000</repurchaseRt>
          <maturityDt>2022-08-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>973304.400000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1095469.640000</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 TORONTO DOMINIO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMA003"/>
        </identifiers>
        <balance>-666737.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-666892.070000</valUSD>
        <pctVal>-0.6472009</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 Mellon"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.3800000</repurchaseRt>
          <maturityDt>2022-09-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>644000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>696043.230000</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</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-53534.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-53543.520000</valUSD>
        <pctVal>-0.0519626</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.4000000</repurchaseRt>
          <maturityDt>2020-10-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>54000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>56876.030000</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>-235025.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-235346.850000</valUSD>
        <pctVal>-0.2283978</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.8500000</repurchaseRt>
          <maturityDt>2020-10-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>280000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>276584.540000</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>-207911.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-208023.790000</valUSD>
        <pctVal>-0.2018815</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.8877500</repurchaseRt>
          <maturityDt>2021-03-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>216000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>248535.000000</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>-55753.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-55801.910000</valUSD>
        <pctVal>-0.0541543</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>0.9000000</repurchaseRt>
          <maturityDt>2022-08-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>190000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>71942.550000</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 PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-304748.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-305238.980000</valUSD>
        <pctVal>-0.2962263</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>1.0000000</repurchaseRt>
          <maturityDt>2022-08-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1621000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>612421.910000</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>-1271141.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1276831.660000</valUSD>
        <pctVal>-1.2391309</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>1.9183800</repurchaseRt>
          <maturityDt>2020-10-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2291274.380000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2110725.170000</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>-3096054.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3109238.650000</valUSD>
        <pctVal>-3.0174329</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>1.9162500</repurchaseRt>
          <maturityDt>2020-10-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4675242.340000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4653729.140000</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 WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-853256.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-853538.850000</valUSD>
        <pctVal>-0.8283366</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>0.7000000</repurchaseRt>
          <maturityDt>2020-10-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1044375.000000</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>-125664.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-125995.970000</valUSD>
        <pctVal>-0.1222757</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>1.2500000</repurchaseRt>
          <maturityDt>2020-10-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>382000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>177079.920000</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>-1798559.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1798839.170000</valUSD>
        <pctVal>-1.7457253</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>0.7000000</repurchaseRt>
          <maturityDt>2020-10-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1992506.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2333155.510000</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>-285693.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-285726.330000</valUSD>
        <pctVal>-0.2772898</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>0.7000000</repurchaseRt>
          <maturityDt>2020-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>372000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>376083.340000</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>-2537625.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2540182.740000</valUSD>
        <pctVal>-2.4651793</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>1.2511300</repurchaseRt>
          <maturityDt>2020-12-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3919112.250000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3759522.080000</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>-530087.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-530664.670000</valUSD>
        <pctVal>-0.5149959</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>1.3511300</repurchaseRt>
          <maturityDt>2020-12-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>801887.490000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>821052.600000</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>-1237888.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1238493.210000</valUSD>
        <pctVal>-1.2019245</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>0.8000000</repurchaseRt>
          <maturityDt>2020-12-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1964000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1268223.250000</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>-4596773.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4607583.000000</valUSD>
        <pctVal>-4.4715359</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>1.5391300</repurchaseRt>
          <maturityDt>2021-02-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6444279.330000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6073704.830000</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>-705600.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-707394.790000</valUSD>
        <pctVal>-0.6865077</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6060000</repurchaseRt>
          <maturityDt>2021-02-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1445162.460000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1014319.210000</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>-4657508.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4664927.310000</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>1.3986300</repurchaseRt>
          <maturityDt>2021-02-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>7704728.600000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6175034.870000</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>-788801.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-789192.730000</valUSD>
        <pctVal>-0.7658904</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"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3752500</repurchaseRt>
          <maturityDt>2021-03-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1291000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1221696.540000</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>-1737478.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1739046.550000</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>0.5000000</repurchaseRt>
          <maturityDt>2022-07-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1803000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1914612.480000</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"/>
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        <balance>-3847097.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3849459.300000</valUSD>
        <pctVal>-3.7357972</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>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.6500000</repurchaseRt>
          <maturityDt>2022-08-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4689956.000000</principalAmt>
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              <collateralVal>4773809.280000</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/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-963902.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-964094.910000</valUSD>
        <pctVal>-0.9356283</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.8000000</repurchaseRt>
          <maturityDt>2020-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1005000.000000</principalAmt>
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              <collateralVal>1066556.250000</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 GOLDMAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLM008"/>
        </identifiers>
        <balance>-834006.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-838332.540000</valUSD>
        <pctVal>-0.8135793</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="KD3XUN7C6T14HNAYLU02" name="Goldman Sachs Bank USA"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0520000</repurchaseRt>
          <maturityDt>2020-10-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1537339.240000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1060508.260000</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 GOLDMAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLM008"/>
        </identifiers>
        <balance>-610573.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-610763.820000</valUSD>
        <pctVal>-0.5927299</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="FOR8UP27PHTHYVLBNG30" name="GOLDMAN SACHS &amp; CO. LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.7500000</repurchaseRt>
          <maturityDt>2020-10-19</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>17786595.400000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>740075.230000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WOOD GUNDY REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932UNK008"/>
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        <balance>-2041479.220000</balance>
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        <valUSD>-2042590.690000</valUSD>
        <pctVal>-1.9822796</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300KPJZUUNJCCXL11" name="CIBC Wood Gundy Enhanced Equity Fund"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.7000000</repurchaseRt>
          <maturityDt>2020-10-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>18661762.680000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2539793.530000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WOOD GUNDY REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932UNK008"/>
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        <balance>-446546.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-446563.720000</valUSD>
        <pctVal>-0.4333781</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="549300KPJZUUNJCCXL11" name="CIBC Wood Gundy Enhanced Equity Fund"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.7000000</repurchaseRt>
          <maturityDt>2020-11-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2870455.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>559694.230000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</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>-307427.920000</valUSD>
        <pctVal>-0.2983506</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>
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                <indexName>ABX.HE.AA.06-1</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2045-07-25</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-720196.150000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3619090.070000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>412768.230000</unrealizedAppr>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>ABX.HE.PENAAA.07-1 SP GST</title>
        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
        <units>NC</units>
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        <pctVal>-0.1082389</pctVal>
        <payoffProfile>N/A</payoffProfile>
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                <indexName>ABX.HE.PENAAA.07-1</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2037-08-26</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-166202.280000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>858039.740000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>54670.180000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>99247.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99267.840000</valUSD>
        <pctVal>0.0963368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.4</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <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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          <isin value="US44988LAF40"/>
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        <balance>166582.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159485.780000</valUSD>
        <pctVal>0.1547767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2025-02-05</maturityDt>
          <couponKind>Floating</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>
    </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>2020-11-04</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>
    </signature>
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</edgarSubmission>
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                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT></P>
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                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
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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="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: normal; font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: normal; font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS AND UNITS, IF ANY)</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>PRINCIPAL</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>AMOUNT</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(000s)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MARKET</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>VALUE</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(000s)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INVESTMENTS IN SECURITIES 191.8% &#164;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>LOAN PARTICIPATIONS AND ASSIGNMENTS 13.0% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ancestry.com Operations, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.400% (LIBOR03M + 4.250%) due 08/27/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>99</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>99</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Caesars Resort Collection LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.897% (LIBOR03M + 2.750%) due 12/23/2024 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>35</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>33</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.647% - 4.772% (LIBOR03M + 4.500%) due 07/21/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>150</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>146</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Clear Channel Outdoor Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.761% (LIBOR03M + 3.500%) due 08/21/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>99</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>91</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Diamond Resorts Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.750% (LIBOR03M + 3.750%) due 09/02/2023 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>656</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>590</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Emerald TopCo, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.761% (LIBOR03M + 3.500%) due 07/24/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Encina Private Credit LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>TBD% - 4.627% (LIBOR03M + 3.627%) due 11/30/2025 &#171;~&#181;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,000</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Envision Healthcare Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.897% (LIBOR03M + 3.750%) due 10/10/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,584</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,142</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>EyeCare Partners LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.750% due 02/18/2027 &#181;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.897% (LIBOR03M + 3.750%) due 02/18/2027 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Forbes Energy Services LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>TBD% due 04/13/2021 &#171;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>590</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>528</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Froneri International PLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.397% (LIBOR03M + 2.250%) due 01/31/2027 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>26</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>25</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Frontier Communications Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% (PRIME + 2.750%) due 06/15/2024 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>786</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>776</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ingersoll Rand Co. Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>1.897% (LIBOR03M + 1.750%) due 03/01/2027 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Innophos, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.897% (LIBOR03M + 3.750%) due 02/07/2027 &#171;~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>IRB Holding Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.750% (LIBOR03M + 2.750%) due 02/05/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>167</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>159</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Jefferies Finance LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.397% - 3.438% (LIBOR03M + 3.250%) due 06/03/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>McDermott Technology Americas, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.147% (LIBOR03M + 3.000%) due 06/30/2024 &#171;~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>130</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>113</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.147% (LIBOR03M + 4.000%) due 06/30/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>185</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>151</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MH Sub LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.647% (LIBOR03M + 3.500%) due 09/13/2024 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>19</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>19</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Nascar Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.895% (LIBOR03M + 2.750%) due 10/19/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>NCI Building Systems, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.901% (LIBOR03M + 3.750%) due 04/12/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>109</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>108</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Neiman Marcus Group Ltd. LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>13.000% (LIBOR03M + 12.000%) due 09/25/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,044</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,076</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Parexel International Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.897% (LIBOR03M + 2.750%) due 09/27/2024 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>100</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>96</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>PetSmart, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.500% (LIBOR03M + 3.500%) due 03/11/2022 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>93</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>93</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>PUG LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.647% (LIBOR03M + 3.500%) due 02/12/2027 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Refinitiv U.S. Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.397% (LIBOR03M + 3.250%) due 10/01/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>218</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>216</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sequa Mezzanine Holdings LLC (5.000% Cash and 6.750% PIK)</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11.750</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>% (LIBOR03M + 4.000%) due 04/28/2024 &#171;~</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(c)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>820</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>656</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sotera Health Holdings LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.500% (LIBOR03M + 4.500%) due 12/11/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>23</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>23</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Starfruit Finco BV</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.151% (LIBOR03M + 3.000%) due 10/01/2025 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>96</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>93</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Syniverse Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% (LIBOR03M + 5.000%) due 03/09/2023 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,405</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,095</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Renal Care, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.147% (LIBOR03M + 5.000%) due 06/26/2026 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>84</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>82</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Univision Communications, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.750% (LIBOR03M + 2.750%) due 03/15/2024 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,329</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,248</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Westmoreland Mining Holdings LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>9.250% (LIBOR03M + 8.250%) due 03/15/2022 &#171;~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>137</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>130</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Westmoreland Mining Holdings LLC (15.000% PIK)</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15.000</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>% due 03/15/2029 (c)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>674</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>393</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
                <TABLE width="681.72pt" style="margin-left: -6.48pt; width: 681.72pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="330.48pt" style="width: 330.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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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="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Windstream</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Services LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.250% (LIBOR03M + 6.250%) due 09/21/2027 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>170</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>165</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Loan Participations and Assignments (Cost $14,428)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13,400</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CORPORATE BONDS &amp; NOTES 29.2% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BANKING &amp; FINANCE 7.8% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CBL &amp; Associates LP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.600% due 10/15/2024 ^(d)(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>190</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>72</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.950% due 12/15/2026 ^(d)(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,621</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>612</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CIT Group, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.000% due 08/15/2022 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>300</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>310</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Equitable Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.000% due 04/20/2048</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>ESH Hospitality, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.625% due 10/01/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ford Motor Credit Co. LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.416% (US0003M + 3.140%) due 01/07/2022 ~(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>280</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>277</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fortress Transportation &amp; Infrastructure Investors LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.500% due 10/01/2025 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>76</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>75</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.750% due 03/15/2022 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>104</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>103</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Hunt Cos., Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.250% due 02/15/2026</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Kennedy-Wilson, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.875% due 04/01/2024</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ladder Capital Finance Holdings LLP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.250% due 02/01/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Navient Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.625% due 01/25/2025 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>51</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>47</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.125% due 03/25/2024 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>102</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>103</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.500% due 06/15/2022 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>200</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>205</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.250% due 01/25/2022 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>300</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>309</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.250% due 09/25/2023 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>25</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Newmark Group, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.125% due 11/15/2023</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>20</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>21</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>OneMain Finance Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.125% due 03/15/2024 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>25</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.875% due 03/15/2025 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,025</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,139</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Piper Jaffray Cos.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.740% due 10/15/2021 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>200</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>200</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.200% due 10/15/2023 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>900</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>902</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sabra Health Care LP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.800% due 06/01/2024</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>32</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>34</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Toll Road Investors Partnership LP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.000% due 02/15/2045 (f)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>194</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>63</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Uniti Group LP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.875% due 02/15/2025 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,420</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,568</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Voyager Aviation Holdings LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>8.500% due 08/15/2021 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,842</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>921</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,052</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INDUSTRIALS 15.6% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Albertsons Cos., Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.625% due 01/15/2027 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.875% due 02/15/2030 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Associated Materials LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>9.000% due 09/01/2025</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>770</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>807</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Boeing Co.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.040% due 05/01/2027 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>64</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>70</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.150% due 05/01/2030 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>123</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>138</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.705% due 05/01/2040 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>193</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>226</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.805% due 05/01/2050 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>129</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>156</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.930% due 05/01/2060 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>310</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>385</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CCO Holdings LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.500% due 08/15/2030 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>26</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>27</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.750% due 03/01/2030 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>36</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>38</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Charter Communications Operating LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.800% due 03/01/2050 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>41</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>47</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citrix Systems, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.300% due 03/01/2030</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Clear Channel Worldwide Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>9.250% due 02/15/2024</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>29</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>28</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Community Health Systems, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.250% due 03/31/2023 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,356</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,306</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.625% due 02/15/2025 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>221</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>214</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8.000% due 03/15/2026 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>78</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>77</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8.625% due 01/15/2024 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>236</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>235</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Corning, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.450% due 11/15/2079</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>18</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CVS Pass-Through Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.880% due 01/10/2028 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>965</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,085</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>DAE Funding LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.500% due 08/01/2022 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
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                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>.000% due 08/01/2024 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.250% due 11/15/2021 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>102</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>104</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.750% due 11/15/2023 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>100</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>101</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Delta Air Lines, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.375% due 01/15/2026 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>920</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>966</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Diamond Resorts International, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.750% due 09/01/2023 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>20</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>19</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10.750% due 09/01/2024 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>246</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>220</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>DriveTime Automotive Group, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>8.000% due 06/01/2021 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>172</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>173</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Energy Transfer Operating LP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.750% due 05/15/2030 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.000% due 05/15/2050 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Envision Healthcare Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>8.750% due 10/15/2026 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>382</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>177</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Exela Intermediate LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>10.000% due 07/15/2023</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>23</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fresh Market, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>9.750% due 05/01/2023 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>350</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>315</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Full House Resorts, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8.575% due 01/31/2024 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>100</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>96</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9.738% due 02/02/2024 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>General Electric Co.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.875% due 01/14/2038 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.150% due 08/07/2037 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.875% due 01/10/2039 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>iHeartCommunications, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.375% due 05/01/2026 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>233</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>243</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8.375% due 05/01/2027 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>60</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>59</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Innophos Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>9.375% due 02/15/2028</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>23</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>25</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Kronos Acquisition Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>9.000% due 08/15/2023 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>200</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>203</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>NCL Corp. Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.625% due 12/15/2024 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10.250% due 02/01/2026 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>988</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,032</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Netflix, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.375% due 11/15/2029</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Noble Holding International Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.875% due 02/01/2026 ^(d)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>45</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Occidental Petroleum Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>1.730% (US0003M + 1.450%) due 08/15/2022 ~(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>891</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ortho-Clinical Diagnostics, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.250% due 02/01/2028 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>17</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.375% due 06/01/2025 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Par Pharmaceutical, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.500% due 04/01/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>21</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Staples, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.500% due 04/15/2026</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TEGNA, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.625% due 03/15/2028</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>32</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>31</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Topaz Solar Farms LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.875% due 09/30/2039 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>314</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>349</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.750% due 09/30/2039 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,109</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,468</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TransDigm, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.500% due 11/15/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Transocean Guardian Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.875% due 01/15/2024</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Transocean Pontus Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.125% due 08/01/2025</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>20</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Transocean, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.250% due 11/01/2025</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>51</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TripAdvisor, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.000% due 07/15/2025 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,044</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Triumph Group, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.250% due 06/01/2022 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.250% due 09/15/2024 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Renal Care, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>10.625% due 07/15/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>UAL Pass-Through Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.636% due 01/02/2024 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>355</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>336</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Univision Communications, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.125% due 02/15/2025 (k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>438</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>416</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>ViaSat, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.625% due 09/15/2025 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>18</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>18</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.625% due 04/15/2027 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Western Midstream Operating LP</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.116% (US0003M + 1.850%) due 01/13/2023 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.250% due 02/01/2050 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Windstream Escrow LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.750% due 08/15/2028</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>509</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>501</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Wyndham Destinations, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.900% due 03/01/2023 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.625% due 03/01/2030 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 04/01/2027 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>154</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>158</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; 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; ">
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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="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; ">
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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="9.48pt" style="width: 9.48pt; 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="9.48pt" style="width: 9.48pt; 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="0.84pt" style="width: 0.84pt; 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="2.58pt" style="width: 2.58pt; 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; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; 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="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="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Zayo</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Group Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.125% due 03/01/2028</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,130</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>UTILITIES 5.8% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CenturyLink, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.000% due 02/15/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Edison International</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.750% due 06/15/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Frontier Communications Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>8.000% due 04/01/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pacific Gas &amp; Electric Co.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.150% due 01/01/2026 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>53</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>54</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.300% due 03/15/2027 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>132</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>135</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.400% due 08/15/2024 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>85</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>89</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.450% due 07/01/2025 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>381</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>399</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.500% due 06/15/2025 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>151</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>159</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.750% due 07/01/2028 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>381</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>396</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.750% due 08/15/2042  </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.850% due 11/15/2023 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.000% due 12/01/2046  </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.300% due 03/15/2045  </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>23</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.500% due 07/01/2040 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>53</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>54</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.500% due 12/15/2041  </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>26</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>26</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.550% due 07/01/2030 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>712</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>773</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.600% due 06/15/2043  </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.650% due 08/01/2028 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>227</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>247</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.750% due 02/15/2044 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>157</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>161</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.950% due 07/01/2050 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>712</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>764</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Southern California Edison Co.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.650% due 03/01/2028 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.650% due 02/01/2050 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.125% due 03/01/2048 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>17</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.650% due 10/01/2043 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>30</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>35</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.875% due 03/01/2049 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>40</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>48</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.750% due 04/01/2035 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 01/15/2034 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>20</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>26</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.650% due 04/01/2029 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sprint Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.125% due 06/15/2024 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>158</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>182</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.625% due 02/15/2025 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>394</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>462</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.625% due 03/01/2026 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>954</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,154</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.875% due 09/15/2023 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>527</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>605</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Talen Energy Supply LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.625% due 01/15/2028</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Transocean Poseidon Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.875% due 02/01/2027</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>20</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,933</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Corporate Bonds &amp; Notes (Cost $30,563)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>30,115</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MUNICIPAL BONDS &amp; NOTES 0.7% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>WEST VIRGINIA 0.7% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.467% due 06/01/2047</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>710</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>761</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Municipal Bonds &amp; Notes (Cost $671)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>761</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. GOVERNMENT AGENCIES 15.3% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fannie Mae</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.798% due 02/25/2040 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>50</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>48</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.000% due 06/25/2050 (a)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6,381</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>897</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.898% due 07/25/2029 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>230</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>237</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Freddie Mac</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 02/25/2046 (b)(f)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,291</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,222</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.100% due 02/25/2046 (a)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13,318</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.639% due 01/25/2021 ~(a)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,154</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700% due 11/25/2055 ~(a)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6,253</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>458</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.210% due 10/25/2020 ~(a)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.079% due 11/25/2045 ~(a)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,027</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>125</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.615% due 06/25/2041 ~(a)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10,500</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>157</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.000% due 07/25/2050 (a)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11,741</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,572</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.000% due 03/15/2040 (a)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,148</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>164</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.298% due 10/25/2029 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>250</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>256</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.998% due 05/25/2050 &#8226;(a)(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,854</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>556</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.698% due 12/25/2027 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>445</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>449</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Uniform Mortgage-Backed Security, TBA</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.000% due 12/01/2050</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,100</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,221</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; 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; ">
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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="17.28pt" style="width: 17.28pt; 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="8.64pt" style="width: 8.64pt; 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="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.42pt" style="width: 3.42pt; 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="2.58pt" style="width: 2.58pt; 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="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="1.74pt" style="width: 1.74pt; 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="7.80pt" style="width: 7.80pt; 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="10.38pt" style="width: 10.38pt; 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; ">
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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="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="0.84pt" 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="34.56pt" style="width: 34.56pt; 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="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="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>.500% due 12/01/2050</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,200</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,434</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total U.S. Government Agencies (Cost $16,219)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15,798</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>NON-AGENCY MORTGAGE-BACKED SECURITIES 41.7% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Adjustable Rate Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.079% due 01/25/2036 ^~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>95</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>88</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Banc of America Alternative Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.913% due 04/25/2037 ^~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>126</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>128</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Banc of America Funding Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.100% due 12/20/2034 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>284</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>192</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.692% due 03/20/2036 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>59</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>54</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.806% due 03/25/2037 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>71</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>71</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.000% due 10/25/2037 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>438</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>355</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Banc of America Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.385% due 06/25/2035 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>59</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>56</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.704% due 06/20/2031 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>270</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>270</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Bancorp Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.902% due 08/15/2032 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,300</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,180</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BCAP LLC Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.587% due 07/26/2036 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>87</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>76</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Bear Stearns ALT-A Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.318% due 04/25/2037 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>603</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>540</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.750% due 09/25/2034 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>84</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>83</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.191% due 11/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>627</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>413</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.346% due 05/25/2036 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>36</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>29</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.411% due 08/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>92</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>92</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.463% due 05/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>190</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>177</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.535% due 08/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>246</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>163</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.749% due 01/25/2047 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>30</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>21</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.912% due 07/25/2035 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>129</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>105</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Bear Stearns Commercial Mortgage Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.657% due 10/12/2041 ~(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>796</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>815</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.105% due 04/12/2038 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>40</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>40</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BRAD Resecuritization Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.142% due 03/12/2021 &#171; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,141</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>17</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.550% due 03/12/2021 &#171; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>278</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>269</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CBA Commercial Small Balance Commercial Mortgage</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.040% due 01/25/2039 ^&#254;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>241</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>184</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CD Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.398% due 12/11/2049 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CD Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.688% due 10/15/2048</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,031</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>595</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Chase Mortgage Finance Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% due 03/25/2037 ^</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>202</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>150</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Churchill Capital Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% due 09/30/2027 &#171;(i)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>700</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>667</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citigroup Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.773% due 12/10/2049 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>671</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>406</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citigroup Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.252% due 11/25/2035 ~(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,515</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,045</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.353% due 11/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>62</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>60</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.711% due 08/25/2035 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>26</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>23</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.250% due 11/25/2037 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>780</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>548</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citigroup Mortgage Loan Trust, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.908% due 10/25/2035 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>397</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>283</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citigroup Mortgage Loan Trust, Inc. Mortgage Pass-Through Certificates</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.560% due 09/25/2035 ^~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>106</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>88</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CitiMortgage Alternative Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.500% due 04/25/2022 ^</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Commercial Mortgage Lease-Backed Certificates</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.250% due 06/20/2031 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,700</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,725</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Commercial Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.258% due 12/10/2049 ~(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>721</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>328</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.050% due 07/10/2046 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>690</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>687</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Countrywide Alternative Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.428% due 02/25/2037 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>185</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>165</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.438% due 02/25/2036 ^&#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>564</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>472</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.698% due 10/25/2037 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,047</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>672</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.019% due 12/25/2035 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>936</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>855</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.500% due 03/25/2035 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>449</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>292</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 11/25/2035 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>170</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>48</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 04/25/2036 ^(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,727</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,972</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Countrywide Home Loan Mortgage Pass-Through Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.788% due 03/25/2035 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>118</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>103</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.018% due 03/25/2046 ^&#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>585</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>374</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.195% due 02/20/2036 ^&#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.097% due 09/20/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>94</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>87</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.231% due 09/25/2047 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>292</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>271</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 05/25/2037 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>234</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>170</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Credit Suisse Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.457% due 02/15/2040 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,228</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>569</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.869% due 09/15/2040 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Credit Suisse First Boston Mortgage Securities Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.000% due 02/25/2033</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>49</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>51</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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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="6.90pt" style="width: 6.90pt; 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="0.90pt" 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="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="5.16pt" style="width: 5.16pt; 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="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; ">
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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>
                        <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="0.84pt" 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="34.56pt" style="width: 34.56pt; 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="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="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Credit</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Suisse Mortgage Capital Certificates</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.676% due 11/30/2037 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,928</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,670</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Credit Suisse Mortgage Capital Mortgage-Backed Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.896% due 04/25/2036 &#254; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>198</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>139</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 07/25/2036 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,063</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>853</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.500% due 05/25/2036 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>162</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>87</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>First Horizon Alternative Mortgage Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.778% due 08/25/2035 ^~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GE Commercial Mortgage Corp. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.606% due 12/10/2049 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>191</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>105</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GS Mortgage Securities Corp. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.744% due 10/10/2032 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>900</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>810</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GS Mortgage Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.183% due 08/10/2043 ~(a) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,266</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>64</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.346% due 05/10/2045 ~(a) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,050</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>47</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.622% due 11/10/2039 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>512</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>354</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GSR Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.408% due 03/25/2047 ^~(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>877</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>716</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>HarborView Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.656% due 01/19/2036 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>554</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>406</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>IndyMac Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.948% due 11/25/2034 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>91</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>85</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.277% due 05/25/2036 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>123</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>86</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.792% due 06/25/2037 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>197</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>175</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>JPMorgan Alternative Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.500% due 03/25/2036 ^(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>987</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>808</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>JPMorgan Chase Commercial Mortgage Securities Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.065% due 03/12/2039 ~(a)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>158</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>JPMorgan Chase Commercial Mortgage Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.608% due 02/15/2046 ~(a) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>57,062</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>317</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.411% due 05/15/2047 (k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,532</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,773</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.040% due 01/12/2038 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,600</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,620</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.374% due 02/12/2051 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>680</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>685</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>JPMorgan Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.962% due 07/25/2035 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>31</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>31</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>LB-UBS Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.407% due 11/15/2038 ^(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>282</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>157</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.562% due 02/15/2040 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>119</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>66</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Lehman Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.000% due 08/25/2021 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.954% due 04/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>133</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>117</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 05/25/2037 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>241</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>244</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MASTR Adjustable Rate Mortgages Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.261% due 11/25/2035 ^~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>324</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>248</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MASTR Asset Securitization Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% due 06/25/2036 ^&#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>276</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>247</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Merrill Lynch Mortgage Investors Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.568% due 07/25/2030 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>41</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>40</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.808% due 11/25/2029 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>71</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>68</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.963% due 11/25/2035 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>81</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>80</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Morgan Stanley Capital Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.498% due 11/12/2049 ~(a) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,366</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.399% due 12/15/2043 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>83</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>56</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Morgan Stanley Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.530% due 01/25/2035 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>206</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>161</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 08/25/2037 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>190</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>128</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Morgan Stanley Resecuritization Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>3.921% due 03/26/2037 ~(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,842</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,686</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Mortgage Equity Conversion Asset Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>4.000% due 07/25/2060</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>154</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>150</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Motel 6 Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.079% due 08/15/2024 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>972</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>810</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Nomura Asset Acceptance Corp. Alternative Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>1.218% due 02/25/2035 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>147</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>150</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Regal Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>2.255% due 09/29/2031 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>14</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Residential Accredit Loans, Inc. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.482% due 01/25/2036 ^~(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>266</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>235</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 08/25/2035 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>215</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>216</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 06/25/2036 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>115</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>110</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.500% due 09/25/2037 ^ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>196</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>194</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Residential Asset Securitization Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% due 03/25/2037 ^</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>201</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>119</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Residential Funding Mortgage Securities, Inc. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% due 06/25/2036 ^</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>171</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>168</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Structured Adjustable Rate Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.508% due 09/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>93</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>87</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.556% due 01/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>247</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>175</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.569% due 04/25/2036 ^~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>260</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>207</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Structured Asset Mortgage Investments Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.358% due 08/25/2036 ^&#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>639</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>609</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBW Mortgage-Backed Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.000% due 07/25/2036 ^</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>128</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>85</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Wachovia Bank Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.145% due 10/15/2041 ~(a) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.720% due 10/15/2048 ~(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,467</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,427</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
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            <P></P>
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            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
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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="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
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                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
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            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
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                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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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; ">
                        </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="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>WaMu</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Mortgage Pass-Through Certificates Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.638% due 06/25/2044 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>315</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>306</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.182% due 11/25/2046 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>436</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>409</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.353% due 12/25/2036 ^~(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>250</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>248</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Washington Mutual Mortgage Pass-Through Certificates Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.500% due 08/25/2036 ^(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,014</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>916</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Wells Fargo Alternative Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.500% due 07/25/2022</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Wells Fargo-RBS Commercial Mortgage Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.987% due 02/15/2044 ~(a)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10,955</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Non-Agency Mortgage-Backed Securities (Cost $42,802)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42,973</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>ASSET-BACKED SECURITIES 72.6% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset-Backed Securities Corp. Home Equity Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.243% due 02/25/2035 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,907</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,907</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.873% due 12/25/2034 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,362</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,350</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.406% due 06/21/2029 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>71</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>70</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Bayview Financial Acquisition Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.425% due 12/28/2036 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>34</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>34</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Bear Stearns Asset-Backed Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.528% due 04/25/2036 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,973</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,568</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.444% due 07/25/2036 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>276</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>278</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.500% due 12/25/2035 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>34</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>29</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Bombardier Capital Mortgage Securitization Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.830% due 06/15/2030 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,185</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>371</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Centex Home Equity Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.898% due 01/25/2035 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,643</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,580</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citigroup Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.308% due 12/25/2036 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,424</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>999</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.368% due 12/25/2036 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>790</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>422</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.598% due 11/25/2045 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,987</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,977</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.848% due 11/25/2046 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,900</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,559</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Citigroup Mortgage Loan Trust, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.408% due 03/25/2037 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,102</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,855</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Conseco Finance Securitizations Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7.960% due 05/01/2031 </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>342</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>176</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9.163% due 03/01/2033 ~ </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>767</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>728</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Countrywide Asset-Backed Certificates</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.278% due 12/25/2036 ^&#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,008</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>946</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.288% due 06/25/2035 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,048</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,886</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.288% due 06/25/2047 ^&#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,199</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,025</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.298% due 04/25/2047 ^&#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>591</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>574</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.348% due 06/25/2037 ^&#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>663</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>674</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.388% due 05/25/2036 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7,984</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6,398</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.798% due 06/25/2035 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,967</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Countrywide Asset-Backed Certificates Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.418% due 09/25/2046 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,088</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,342</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.023% due 10/25/2035 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,091</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,783</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Crecera Americas LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.563% due 08/31/202</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> &#171;&#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,711</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,709</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>EMC Mortgage Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.198% due 05/25/2040 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>294</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>299</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.448% due 02/25/2041 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>254</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>252</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fremont Home Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.328% due 04/25/2036 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>447</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>443</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GE Capital Mortgage Services, Inc. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>6.705% due 04/25/2029 ~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>52</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>47</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GSAMP Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.898% due 12/25/2034 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,162</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,660</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.948% due 06/25/2035 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,200</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,187</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Harley Marine Financing LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.869% due 05/15/2043 &#171;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>543</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Home Equity Mortgage Loan Asset-Backed Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.388% due 04/25/2037 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,176</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,114</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>HSI Asset Securitization Corp. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.258% due 04/25/2037 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,422</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,273</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Marlette Funding Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 07/16/2029 &#171;(f) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>344</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 03/15/2030 &#171;(f) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,904</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MASTR Asset-Backed Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.258% due 08/25/2036 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,007</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,640</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Morgan Stanley ABS Capital, Inc. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.928% due 12/25/2034 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>131</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>119</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Morgan Stanley Home Equity Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>1.213% due 05/25/2035 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,913</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,418</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>National Collegiate Commutation Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.000% due 03/25/2038 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,500</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,015</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>People's Financial Realty Mortgage Securities Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.278% due 09/25/2036 &#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,477</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>445</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Renaissance Home Equity Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.238% due 09/25/2037 ^&#254;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,742</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,195</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Residential Asset Securities Corp. Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.838% due 08/25/2035 &#8226;(k)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,350</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,145</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Securitized Asset-Backed Receivables LLC Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.578% due 01/25/2035 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>751</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
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                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>709</font></FONT></P>
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                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
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                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
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                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
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                        <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="0.84pt" 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="34.56pt" style="width: 34.56pt; 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="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="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>.598% due 10/25/2035 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,500</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,395</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SoFi Consumer Loan Program LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>0.000% due 11/25/2026 &#171;(f)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>577</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SoFi Professional Loan Program LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 03/25/2036 &#171;(f) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>47</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 01/25/2039 (f) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>201</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 05/25/2040 (f) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>255</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% due 09/25/2040 (a)(f) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>339</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>117</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Structured Asset Investment Loan Trust</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.873% due 10/25/2034 &#8226;(k) </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,986</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,950</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4.648% due 10/25/2033 &#8226; </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>68</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>69</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>UCFC Manufactured Housing Contract</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.900% due 01/15/2028 ^~</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>209</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>207</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>UPS Capital Business Credit</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>7.664% due 04/15/2026 ^&#171;&#8226;(d)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,856</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Asset-Backed Securities (Cost $72,199)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>74,777</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SHARES</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>COMMON STOCKS 3.4% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>COMMUNICATION SERVICES 0.2% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Clear Channel Outdoor Holdings, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>108,013</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>108</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>iHeartMedia, Inc.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>83</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>iHeartMedia, Inc. 'A'</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6,080</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>49</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>158</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>ENERGY 0.0% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Forbes Energy Services Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)(i)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>35,625</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FINANCIALS 1.8% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Associated Materials Group, Inc</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(i)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>294,140</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INDUSTRIALS 1.1% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>McDermott International Ltd.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>81,972</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>197</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Neiman Marcus Group Ltd. LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(i)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13,191</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>819</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Westmoreland Mining Holdings LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(i)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,231</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>69</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,085</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>UTILITIES 0.3% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TexGen Power LLC</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,914</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>337</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Common Stocks (Cost $5,995)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,451</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>WARRANTS 0.9% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>COMMUNICATION SERVICES 0.3% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>iHeartMedia, Inc. - Exp. 05/01/2039</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>39,591</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>281</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INDUSTRIALS 0.0% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sequa Corp. - Exp. 04/28/2024</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>118,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INFORMATION TECHNOLOGY 0.6% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Windstream Services LLC - Exp. 03/24/2021</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>43,520</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>594</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Warrants (Cost $1,192)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>875</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>PREFERRED SECURITIES 2.4% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INDUSTRIALS 2.4% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>General Electric Co.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>5.000% due 01/21/2021 &#8226;(h)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>53,000</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sequa Corp. (12.000% PIK)</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>12.000% &#171;(c)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,999</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,479</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Preferred Securities (Cost $2,163)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,521</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>REAL ESTATE INVESTMENT TRUSTS 2.9% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>REAL ESTATE 2.9% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Uniti Group, Inc.</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>46,851</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>494</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>VICI Properties, Inc.</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>104,988</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">

                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>453</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; 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; ">
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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="17.28pt" style="width: 17.28pt; 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="2.58pt" style="width: 2.58pt; 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="9.48pt" style="width: 9.48pt; 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="3.48pt" style="width: 3.48pt; 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="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="34.56pt" style="width: 34.56pt; 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; ">
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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="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="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Real Estate Investment Trusts (Cost $1,834)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,947</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SHORT-TERM INSTRUMENTS 9.7% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>REPURCHASE AGREEMENTS (j) 9.2%</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><BR></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-weight: normal; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,497</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>PRINCIPAL</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>AMOUNT</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(000s)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. TREASURY BILLS 0.5% </font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.139% due 10/15/2020 (f)(g)(n)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>497</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>497</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Short-Term Instruments (Cost $9,994)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,994</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Investments in Securities (Cost $198,060)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>197,612</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Investments 191.8% (Cost $198,060)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>197,612</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Financial Derivative Instruments</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(l)(m)</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(0.</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>%(Cost or Premiums, net $485)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(394)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Other Assets and Liabilities, net (91.4)%</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(94,187)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Net Assets Applicable to Common Shareholders 100.0%</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 2.4pt; margin-bottom: 2.4pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>103,031</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; 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; ">
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                        <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; ">
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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="16.44pt" style="width: 16.44pt; 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="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; ">
                        </TD>
                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <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; ">
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                        <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; ">
                        </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; ">
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                        <TD width="34.56pt" style="width: 34.56pt; 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; ">
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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; ">
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                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="line-height: 2.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT></P>
                        </TD>
                        <TD colspan="159">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>NOTES TO SCHEDULE OF INVESTMENTS:   </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>* A zero balance may reflect actual amounts rounding to less than one thousand.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#164;</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>^</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Security is in default.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#171;</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Security valued using significant unobservable inputs (Level 3).</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#181;</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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. </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>~</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8226;</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#254;</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(a)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Security is an Interest Only ("IO") or IO Strip.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(b)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Principal only security.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(c)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Payment in-kind security.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(d)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Security is not accruing income as of the date of this report.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(e)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Security did not produce income within the last twelve months.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(f)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Zero coupon security.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(g)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Coupon represents a yield to maturity.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(h)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Perpetual maturity; date shown, if applicable, represents next contractual call date.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(i)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>RESTRICTED SECURITIES:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="40" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Issuer Description</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Acquisition</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Cost</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Market</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Value</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Market Value</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>as Percentage</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>of Net Assets</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Associated Materials Group, Inc</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/24/2020</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.81</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>%</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Churchill Capital Corp.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6.000% due 09/30/2027</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/1</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>/2020</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>682</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>667</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.65</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Forbes Energy Services Ltd.</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>29</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>/2014</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,769</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.00</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Neiman Marcus Group Ltd. LLC</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/25/2020</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>425</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>819</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>80</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Westmoreland Mining Holdings LLC</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/08/2014</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>269</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>69</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.07</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="40" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>013</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,426</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.33%</font></FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BORROWINGS AND OTHER FINANCING TRANSACTIONS</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(j)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>REPURCHASE AGREEMENTS:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Counterparty</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Lending</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Rate</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Settlement</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Maturity</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Principal</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Amount</font></FONT></P>
                        </TD>
                        <TD colspan="51" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="padding-left: 4.32pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Collateralized By</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Collateral</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Received)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Repurchase</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Agreements,</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>at Value</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Repurchase</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Agreement</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Proceeds</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>to be</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Received</font></FONT><FONT style="vertical-align: super; font-family: Arial, sans-serif; font-size: 5pt; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FICC</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000% </font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/01/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 46.98pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>697</font></FONT></P>
                        </TD>
                        <TD colspan="51" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="padding-left: 4.32pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Treasury Notes 2.125% due 08/15/2021</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(711)</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>697</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>697</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>RDR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.100 </font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/01/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 46.98pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,800</font></FONT></P>
                        </TD>
                        <TD colspan="51" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="padding-left: 4.32pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Treasury Notes 1.500% due 10/31/2021</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,989)</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,800</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,800</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="55" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Repurchase Agreements</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 38.34pt; text-align: right; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(9,700)</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 38.34pt; text-align: right; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,497</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 38.34pt; text-align: right; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,497</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>REVERSE REPURCHASE AGREEMENTS:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Counterparty</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Borrowing Rate</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Settlement Date</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Maturity Date</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Amount</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Borrowed</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Payable for</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Reverse</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Repurchase</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Agreements</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BOS</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.172% </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/24/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>03/23/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,440)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,441)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.222 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/24/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>03/23/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,821)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,822)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.553 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/11/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/10/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,699)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,702)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BPS</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.400 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/15/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/20/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(53)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(54)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.520 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/09/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/08/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(680)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(680)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/15/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/20/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(132)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(132)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.800 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/22/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/27/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(964)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(964)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.000 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(305)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(305)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.456 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/31/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,587)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,591)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.553 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/21/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/24/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,091)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,093)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.491 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>04/23/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/20/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,596)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,614)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>BRC</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.400 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/03/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(343)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(343)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.491 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/01/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,201)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,202)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CEW</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.850 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/05/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(235)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(235)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; 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; ">
                        </TD>
                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="12.12pt" style="width: 12.12pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <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; ">
                        </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>
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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="2.64pt" 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="34.56pt" style="width: 34.56pt; 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="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="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.888 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/09/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>03/08/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(208)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(208)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CIB</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/03/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/08/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,041)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,043)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/29/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/02/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(446)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(447)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CSG</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.900 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/27/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(56)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(56)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FOB</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.450 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(376)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(376)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GLM</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.052 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/02/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/05/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(834)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(838)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GSC</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.750 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/16/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/19/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(611)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(611)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>MZF</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.554 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/13/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/12/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4,729)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4,739)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>RTA</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.606 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/04/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>02/04/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,650)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,657)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.615 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/03/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>02/03/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(9,065)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(9,089)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.719 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/28/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>01/28/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,493)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,498)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SAL</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.554 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/13/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/16/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,805)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,809)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.654 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/13/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/16/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,061)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,063)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SOG</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.430 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/14/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/19/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(142)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(142)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.620 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,260)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,260)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/05/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,140)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,143)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/25/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(580)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(580)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.830 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/19/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/21/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(346)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(346)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.870 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/14/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>03/15/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(621)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(621)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.870 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/16/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>03/17/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,487)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,488)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.470 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/17/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/19/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,974)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,979)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TDM</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.380 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/27/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,015)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,016)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.380 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/09/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(667)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(667)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>UBS</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.500 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/28/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,737)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,739)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.650 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/28/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>TBD</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,847)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,849)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/14/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/14/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(853)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(854)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/25/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/27/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(286)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(286)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.700 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/26/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,738)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,738)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.800 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/09/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/08/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,238)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,238)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.250 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/17/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/15/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(126)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(126)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.251 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/02/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/03/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,538)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2,540)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.351 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/02/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/03/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(530)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(531)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.375 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>09/18/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>03/17/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(789)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(789)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.399 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/21/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>02/17/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4,657)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4,665)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.539 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/07/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>02/03/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4,597)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4,608)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.606 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/05/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>02/05/2021</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(706)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(707)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.916 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/13/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/13/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,096)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,109)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.918 </font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/09/2020</font></FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10/07/2020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,271)</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,277)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Reverse Repurchase Agreements</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="24" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="34" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(81,910)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SHORT SALES:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="68" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Description</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Coupon</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Maturity</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Principal</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Amount</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="23" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Proceeds</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Payable for</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Short Sales</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Government Agencies (8.3)%</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="68" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 34.56pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Uniform Mortgage-Backed Security, TBA </font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.000%</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>11/01/2050</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,200</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,612)</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,592)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="68" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Short Sales (8.3)%</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,612)</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,592)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(k)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Securities with an aggregate market value of $108,859 have been pledged as collateral under the terms of master agreements as of September 30, 2020.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Includes accrued interest.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>The average amount of borrowings outstanding during the period ended September 30, 2020 was $(80,898) at a weighted average interest rate of 1.553%.  Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Open maturity reverse repurchase agreement.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(l)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FUTURES CONTRACTS:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SHORT FUTURES CONTRACTS</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="115" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="53" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="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><font style='white-space: pre-wrap;'>Variation Margin</font></U></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Description</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Expiration</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Month</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'># of</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Contracts</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Notional</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Amount</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Unrealized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Appreciation/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Depreciation)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="23" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Liability</font></FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="31" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Treasury 30-Year Bond December Futures</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/2020</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 43.20pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 55.62pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(176)</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="23" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="81" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Futures Contracts</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="23" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="12" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 84.66pt; text-align: right; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="margin-left: 0.0pt; 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; ">
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                        <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; ">
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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="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; ">
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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="9.48pt" style="width: 9.48pt; 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="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; ">
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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="3.48pt" style="width: 3.48pt; 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="0.84pt" 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="6.90pt" style="width: 6.90pt; 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="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="34.56pt" style="width: 34.56pt; 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="0.00pt" 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="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="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SWAP</font></FONT><FONT style="font-weight: normal; font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> AGREEMENTS:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION</font></FONT><FONT style="font-weight: bold; font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="127" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="40" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="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><font style='white-space: pre-wrap;'>Variation Margin</font></U></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Reference Entity</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fixed </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Receive Rate</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Payment</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Frequency</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Maturity</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Implied</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Credit Spread at</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Notional</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Amount</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Premiums</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Paid/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Received)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Unrealized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Appreciation/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Depreciation)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Market</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Value</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(4)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Liability</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Sprint Communications, Inc. </font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5.000%</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Quarterly</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/20/2021</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 84.66pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.497</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>%</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 50.10pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>300</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>17</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>INTEREST RATE SWAPS</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="127" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="40" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="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><font style='white-space: pre-wrap;'>Variation Margin</font></U></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pay/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Receive</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Floating Rate</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Floating Rate Index</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fixed Rate</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Payment</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Frequency</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Maturity</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Notional</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Amount</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Premiums</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Paid/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Received)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Unrealized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Appreciation/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Depreciation)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Market</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Value</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Liability</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pay</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.750%</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/19/2023</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15,300</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(131)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,479</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,348</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pay</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.750</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/21/2023</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>32,300</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>606</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,108</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,714</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(5)</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pay</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.750</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/21/2026</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,200</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>77</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>196</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>273</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(5)</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pay</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.000</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>06/19/2029</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>7,800</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>630</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,022</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,652</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(18)</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Pay</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.250</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>06/17/2030</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,150</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>186</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>44</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>230</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(11)</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Receive</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(5)</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.000</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/16/2030</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>500</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(16)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(12)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Receive</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3.000</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>12/19/2038</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,200</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>18</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,820)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1,802)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Receive</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2.000</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>01/15/2050</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>100</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(22)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(23)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Receive</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.625</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>01/16/2050</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>400</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(52)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(52)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Receive</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.750</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>01/22/2050</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>700</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(4)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(110)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(114)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Receive</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3-Month USD-LIBOR</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.625</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Semi-Annual</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>02/03/2050</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>400</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(50)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(52)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,363</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,799</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,162</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>64</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(41)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="59" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Swap Agreements</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,372</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,807</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,179</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>64</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(41)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Cash of $1,</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>24</font></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2020.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(4)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(5)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>This instrument has a forward starting effective date.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(m)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>SWAP AGREEMENTS:</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>CREDIT DEFAULT SWAPS ON CREDIT INDICES - SELL PROTECTION</font></FONT><FONT style="font-weight: bold; font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="140" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="27" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="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><font style='white-space: pre-wrap;'>Swap Agreements, at Value</font></U></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Counterparty</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Index/Tranches</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fixed </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Receive Rate</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Payment</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Frequency</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Maturity</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Date</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Notional</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Amount</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Premiums</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Paid/(Received)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Unrealized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Appreciation/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Depreciation)</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Liability</font></FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>GST</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>ABX.HE.AA.6-1 Index </font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.320%</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Monthly</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>07/25/2045</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 50.10pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,619</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(720)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>414</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(306)</font></FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>ABX.HE.PENAAA.7-1 Index </font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.090</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Monthly</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>08/25/2037</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 50.10pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>858</font></FONT></P>
                        </TD>
                        <TD colspan="1">
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(167)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>55</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(112)</font></FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="94" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Swap Agreements</font></FONT></P>
                        </TD>
                        <TD colspan="1">
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(887)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="22" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>469</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(418)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(n)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Securities with an aggregate market value of $497 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2020.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(3)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
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                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>FAIR</font></FONT><FONT style="font-weight: normal; font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> VALUE MEASUREMENTS</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>The following is a summary of the fair valuations according to the inputs used as of September 30, 2020 in valuing the Fund's assets and liabilities</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>:</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Category and Subcategory</font></FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Level 1</font></FONT></P>
                        </TD>
                        <TD colspan="26" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Level 2</font></FONT></P>
                        </TD>
                        <TD colspan="26" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Level 3</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fair Value</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>at 09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Investments in Securities, at Value</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Loan Participations and Assignments</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,968</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,432</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13,400</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Corporate Bonds &amp; Notes</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Banking &amp; Finance</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,052</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>8,052</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,130</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,130</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Utilities</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,933</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,933</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Municipal Bonds &amp; Notes</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>West Virginia</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>761</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>761</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Government Agencies</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15,798</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15,798</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Non-Agency Mortgage-Backed Securities</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42,020</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>953</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42,973</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset-Backed Securities</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>69,653</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,124</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>74,777</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Common Stocks</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Communication Services</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>157</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>158</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Energy</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Financials</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>197</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>888</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,085</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Utilities</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>337</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>337</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Warrants</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Communication Services</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>281</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>281</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Information Technology</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>594</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>594</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Preferred Securities</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>42</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,479</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,521</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Real Estate Investment Trusts</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Real Estate</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,947</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,947</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Short-Term Instruments</font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Repurchase Agreements</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,497</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9,497</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="50" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Treasury Bills</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>497</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>497</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Investments</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,304</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>177,351</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,957</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>197,612</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Short Sales, at Value - Liabilities </font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>U.S. Government Agencies</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,592)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(8,592)</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Financial Derivative Instruments - Assets </font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Exchange-traded or centrally cleared</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>64</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>65</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="157" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Financial Derivative Instruments - Liabilities </font></FONT></P>
                        </TD>
                        <TD colspan="15">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Exchange-traded or centrally cleared</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(41)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(41)</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Over the counter</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(418)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(418)</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(459)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(459)</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total Financial Derivative Instruments</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(395)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(394)</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="52" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Totals</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,305</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>168,364</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="19" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,957</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 69.12pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>188,626</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 77.76pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2020:</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Category and Subcategory</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Beginning</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Balance</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>at 06/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Net</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Purchases</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="20" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Net</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Sales/Settlement</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>s</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Accrued</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Discounts/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Premiums)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Realized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Gain/(Loss)</font></FONT></P>
                        </TD>
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Net Change in</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Unrealized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Appreciation/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Depreciation)</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'> (1)</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Transfers into</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Level 3</font></FONT></P>
                        </TD>
                        <TD colspan="25" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Transfers out</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>of Level 3</font></FONT></P>
                        </TD>
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ending</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Balance</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>at 09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="16" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Net Change in</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Unrealized</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Appreciation/</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>(Depreciation)</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>on Investments</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Held at</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>09/30/2020</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'> (1)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Investments in Securities, at Value</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Loan Participations and Assignments</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,437</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,777</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,09</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>28</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(51</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>383</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(593)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,432</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(10)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Non-Agency Mortgage-Backed Securities</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>294</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>68</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>9</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(1</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>953</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>15</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset-Backed Securities</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,210</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(800)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,714</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>5,124</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>800</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Common Stocks</font></FONT></P>
                        </TD>
                        <TD colspan="163">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Communication Services</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Financials</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>372</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>425</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>394</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(303)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>888</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>394</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Real Estate</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>415</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(415)</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Utilities</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>320</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>17</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>337</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>17</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Warrants</font></FONT></P>
                        </TD>
                        <TD colspan="163">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Communication Services</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(49)</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>330</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>281</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(49)</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Information Technology</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>317</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>277</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>594</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>277</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
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            <P></P>
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        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <TABLE width="676.08pt" style="margin-left: -6.48pt; 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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                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>PIMCO PCM Fund, Inc.</font></FONT><FONT style="font-size: 11pt; vertical-align: super; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT><FONT style="font-size: 13.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                        </TD>
                        <TD style="padding-top: 0.0pt; padding-left: 6.48pt; padding-right: 6.48pt; padding-bottom: 0.0pt; background-color: white; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September 30, 2020</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>(Unaudited)</font></FONT></P>
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                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
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            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
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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="5.16pt" style="width: 5.16pt; 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="0.90pt" 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="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="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="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="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="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="1.74pt" style="width: 1.74pt; 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="0.90pt" 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="10.38pt" style="width: 10.38pt; 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="0.90pt" 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="0.84pt" 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="34.56pt" style="width: 34.56pt; 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="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="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Preferred</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> Securities</font></FONT></P>
                        </TD>
                        <TD colspan="163">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="2" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,179</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>65</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="5" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>235</font></FONT></P>
                        </TD>
                        <TD colspan="8" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="4" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="11" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,479</font></FONT></P>
                        </TD>
                        <TD colspan="10" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>235</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD COLSPAN="9" STYLE="padding: 0pt; vertical-align: bottom">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Totals</font></FONT></P>
                        </TD>
                        <TD COLSPAN="2" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="6" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>,</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>228</font></FONT></P>
                        </TD>
                        <TD COLSPAN="6" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="8" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>6,134</font></FONT></P>
                        </TD>
                        <TD COLSPAN="4" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="15" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(3,099)</font></FONT></P>
                        </TD>
                        <TD COLSPAN="6" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="4" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>29</font></FONT></P>
                        </TD>
                        <TD COLSPAN="4" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="5" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(510)</font></FONT></P>
                        </TD>
                        <TD COLSPAN="5" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="13" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>442</font></FONT></P>
                        </TD>
                        <TD COLSPAN="8" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="14" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,044</font></FONT></P>
                        </TD>
                        <TD COLSPAN="4" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="21" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,311</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>)</font></FONT></P>
                        </TD>
                        <TD COLSPAN="7" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="11" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,957</font></FONT></P>
                        </TD>
                        <TD COLSPAN="10" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD COLSPAN="6" STYLE="border-top: Black 1pt dotted; padding: 0pt; vertical-align: bottom; border-bottom: Black 1pt solid">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>49</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR></FONT><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="126" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="41" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>(% Unless Noted Otherwise)</font></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Category and Subcategory</font></FONT></P>
                        </TD>
                        <TD colspan="15" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Ending</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>Balance</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><BR><font style='white-space: pre-wrap;'>at 09/30/2020</font></FONT></P>
                        </TD>
                        <TD colspan="40" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Valuation Technique</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Unobservable Inputs</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Input Value(s)</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Weighted Average</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Investments in Securities, at Value</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Loan Participations and Assignments</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>3,000</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Market Based Approach</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Recovery Value</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>100.000 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,432</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Third Party Vendor</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Broker Quote</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>80.000 - 99.250 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>85.522</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Non-Agency Mortgage-Backed Securities</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>286</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Proxy Pricing</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Base Price</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1.500 - 96.625 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>90.931</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>667</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Reference Instrument</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Volatility</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>30.000 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Asset-Backed Securities</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>543</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Discounted Cash Flow</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Discount Rate</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>22.430 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>4,581</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Proxy Pricing</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Base Price</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>0.000 - 22,689.660 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>10,805.469</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Common Stocks</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Communication Services</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Other Valuation Techniques</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Financials</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>1,868</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fundamental Valuation</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Company Equity Value</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>635,000,000.000</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>69</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Other Valuation Techniques</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>- </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>819</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Recent Transaction</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Purchase Price</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>62.050 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Utilities</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>337</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Indicative Market Quotation</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Broker Quote</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>34.000 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Warrants</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Communication Services</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>281</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Other Valuation Techniques</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212;</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Information Technology</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>594</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Discounted Cash Flow</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Yield</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>13.640 </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="168" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Preferred Securities</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                        </TD>
                        <TD colspan="17" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Industrials</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 0; margin-bottom: 0; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>2,479</font></FONT></P>
                        </TD>
                        <TD colspan="39" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 17.28pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Fundamental Valuation</font></FONT></P>
                        </TD>
                        <TD colspan="47" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="padding-left: 8.64pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Company Equity Value</font></FONT></P>
                        </TD>
                        <TD colspan="6" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="33" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>627,426,093.000</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&#8212; </font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="18" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Total</font></FONT></P>
                        </TD>
                        <TD colspan="7" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="text-align: right; margin-top: 1.2pt; margin-bottom: 1.2pt; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>$</font></FONT></P>
                        </TD>
                        <TD colspan="9" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; max-width: 44.04pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>16,957</font></FONT></P>
                        </TD>
                        <TD colspan="138">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(1)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2020 may be due to an investment no longer held or categorized as Level 3 at period end.</font></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "><font style='white-space: pre-wrap;'>(2)</font></FONT></P>
                        </TD>
                        <TD colspan="165" style="padding-top: 0.0pt; padding-left: 0.0pt; padding-right: 0.0pt; padding-bottom: 0.0pt; vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 17.28pt 32.82pt; min-height: 25.92pt; ">
            </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: 10.00pt 32.82pt 0 32.82pt; min-height: 43.20pt; ">
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; "><font style='white-space: pre-wrap;'>Notes to Financial Statements</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">                        <FONT style="width: 43.42pt; display: inline-block; ">
&nbsp;
                        </FONT></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">                        <FONT style="width: 466.60pt; display: inline-block; ">
&nbsp;
                        </FONT></FONT><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; "></FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10pt 32.82pt 10pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <P style="margin-bottom: 4.32pt; margin-top: 0; "><FONT style="color: black; font-weight: bold; font-family: Times New Roman, Times, serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>1</font></FONT><FONT style="font-family: Arial, sans-serif; font-weight: normal; color: black; font-size: 8.0pt; "></FONT><FONT style="font-family: Arial, sans-serif; font-weight: normal; color: black; font-size: 8.0pt; "></FONT><FONT style="color: black; font-weight: bold; font-family: Times New Roman, Times, serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS</font></FONT><FONT style="color: black; font-size: 12.0pt; font-weight: bold; font-family: Times New Roman, Times, serif; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                <P style="margin-bottom: 9.6pt; margin-top: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>(</font></FONT><FONT style="font-weight: bold; font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>a) Investment Valuation Policies </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>the</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> Fund less any liabilities by the total number of shares outstanding of the Fund.</font></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>On each day that the New York Stock Exchange (&#8220;NYSE&#8221;) is open,</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 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. </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>If regular trading on the NYSE closes earlier than scheduled, the Fund reserves the right to either (i) calculate its NAV as of the earlier closing time or (ii) calculate its NAV as of the normally scheduled close of regular trading on the NYSE for that day. The Fund generally does not calculate its NAV on days during which the NYSE is closed. However, if the NYSE is closed on a day it would normally be open for business, the Fund reserves the right to calculate its NAV as of the normally scheduled close of regular trading on the NYSE for that day or such other time that the Fund may determine.</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>p</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>ricing </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>s</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'> of Trustees (the &#8220;Board&#8221;).</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'> 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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>foreign (non-U.S.) </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>securities. For these purposes, any movement in the applicable reference index or instrument (&#8220;zero trigger&#8221;) relating to the </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>foreign (non-U.S.)</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>Senior secured floating rate loans for which an active secondary market exists to a reliable degree </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>,</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'> to the Manager</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>, 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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 </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>sold</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>.</font></FONT></P>
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                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; "><font style='white-space: pre-wrap;'>Notes to Financial Statements </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.0pt; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
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                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>(b) Fair Value Hierarchy  </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2, or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2, and 3 of the fair value hierarchy are defined as follows:</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>&#8226; Level 1 &#8212; Quoted prices in active markets or exchanges for identical assets and liabilities.</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-style: italic; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>&#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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>&#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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>P</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>ricing </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>S</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>ervices (Level 2) to the use of a </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>B</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>roker </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>Q</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>P</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>ricing </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>S</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>.</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Schedule of Investments for the Fund.</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>(</font></FONT><FONT style="font-weight: bold; font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>c) Valuation Techniques and the Fair Value Hierarchy</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>Level 1 and Level 2 trading assets and trading liabilities, at fair value </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>non-U.S.</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'> bonds are normally valued </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>  </font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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 </font></FONT></P>
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                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; "><font style='white-space: pre-wrap;'>Notes to Financial Statements </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.0pt; "><font style='white-space: pre-wrap;'>(Cont.)</font></FONT></P>
                <P style="text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</FONT></P>
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                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>observed</font></FONT><FONT style="font-size: 8.0pt; font-family: Arial, sans-serif; "></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>Level 3 trading assets and trading liabilities, at fair value </font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>When a fair valuation method is applied by </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; color: #000000; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; color: #000000; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>Discounted cash flow valuation uses an internal analysis based on the Adviser&#8217;s expectation of future income and expenses, capital structure, exit multiples of a security, and other unobservable inputs which may include contractual and factual loan factors, estimated future payments and credit rating. Significant changes in the unobservable inputs of the models would result in direct and proportional changes in the fair value of the security.&#160;These securities are categorized as Level 3 of the fair value hierarchy.</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>s</font></FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'> 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>Security may be valued based on purchase prices of privately negotiated transactions. 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-bottom: 4.32pt; margin-top: 0; "><FONT style="color: black; font-weight: bold; font-family: Times New Roman, Times, serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>2</font></FONT><FONT style="color: black; font-weight: bold; font-family: Times New Roman, Times, serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>. FEDERAL INCOME TAX MATTERS</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>In accordance with U.S. GAAP, </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>the Manager has reviewed the Fund's tax positions for all open tax years. As of </font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>September</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 3</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>0</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'>, 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></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "><font style='white-space: pre-wrap;'>&nbsp;</font></FONT></P>
                <P style="margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'>The</font></FONT><FONT style="font-size: 8.5pt; font-family: Arial, sans-serif; "><font style='white-space: pre-wrap;'> 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><FONT style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; "><font style='white-space: pre-wrap;'> </font></FONT></P>
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    (abbreviations that may be used in the preceding statements)</FONT></TD>
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    Abbreviations:</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
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    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BOS</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BofA Securities, Inc.</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FICC</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed Income Clearing
    Corporation&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RDR</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBC Capital Markets LLC</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BPS</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BNP Paribas S.A.</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FOB</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit Suisse Securities
    (USA) LLC</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RTA</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBC (Barbados) Trading
    Bank Corp.</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BRC</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays Bank PLC</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GLM</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs Bank USA</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SAL</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup Global Markets,
    Inc.</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CEW</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Canadian Imperial Bank
    of Commerce</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GSC</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs &amp; Co.
    LLC</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SOG</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Societe Generale Paris</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CIB</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Canadian Imperial Bank
    of Commerce</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GST</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs International</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TDM</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TD Securities (USA) LLC</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CSG</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit Suisse AG Cayman</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MZF</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mizuho Securities USA
    LLC</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UBS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UBS Securities LLC</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Currency
    Abbreviations:</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">USD
    (or $)</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United States Dollar</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Index/Spread
    Abbreviations:</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ABX.HE</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed Securities
    Index - Home Equity</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LIBOR03M</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3 Month USD-LIBOR</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRIME</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Daily US Prime Rate</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LIBOR01M</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1 Month USD-LIBOR</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PENAAA</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Penultimate AAA Sub-Index</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">US0003M</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3 Month USD Swap Rate</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Other&nbsp;&nbsp;Abbreviations:</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; border-bottom: #1F497D 0.5pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ABS</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed Security</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PIK</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment-in-Kind</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">To-Be-Determined</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ALT</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alternate Loan Trust</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBA</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">To-Be-Announced</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD%</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Interest rate to be determined
    when loan settles or at the time of funding</FONT></TD></TR>
<TR STYLE="font: 8pt Arial, Helvetica, Sans-Serif; vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LIBOR</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">London Interbank Offered
    Rate</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; color: #1F497D; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: #1F497D"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

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