<SEC-DOCUMENT>0001752724-24-214207.txt : 20240924
<SEC-HEADER>0001752724-24-214207.hdr.sgml : 20240924
<ACCEPTANCE-DATETIME>20240924133500
ACCESSION NUMBER:		0001752724-24-214207
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20240731
FILED AS OF DATE:		20240924
DATE AS OF CHANGE:		20240924
PERIOD START:           	20241031

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			FIRST TRUST MORTGAGE INCOME FUND
		CENTRAL INDEX KEY:			0001319183
		ORGANIZATION NAME:           	
		IRS NUMBER:				356758396
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21727
		FILM NUMBER:		241318882

	BUSINESS ADDRESS:	
		STREET 1:		120 EAST LIBERTY DRIVE, SUITE 400
		CITY:			WHEATON
		STATE:			IL
		ZIP:			60187
		BUSINESS PHONE:		630765-8000

	MAIL ADDRESS:	
		STREET 1:		120 EAST LIBERTY DRIVE, SUITE 400
		CITY:			WHEATON
		STATE:			IL
		ZIP:			60187

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	FIRST TRUST/FIDAC MORTGAGE INCOME FUND
		DATE OF NAME CHANGE:	20050228
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdEnd>2024-10-31</repPdEnd>
      <repPdDate>2024-07-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2050-03-25</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2022-CNTR</title>
        <cusip>12665CAA2</cusip>
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          <isin value="US12665CAA27"/>
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        <assetCat>ABS-MBS</assetCat>
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          <maturityDt>2025-01-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.27310000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Structured Asset Securities Co</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1</title>
        <cusip>86358RDU8</cusip>
        <identifiers>
          <isin value="US86358RDU86"/>
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        <balance>3689.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3674.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust 2006-2</title>
        <cusip>5764342K9</cusip>
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          <isin value="US5764342K98"/>
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        <balance>3544967.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>362494.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Banc of America Mortgage Secur</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage 2002-L Trust</title>
        <cusip>05948JAA0</cusip>
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        <curCd>USD</curCd>
        <valUSD>21120.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.20428900</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>549300CFP9NBBMZH1008</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2016-NXS6</title>
        <cusip>95000KBH7</cusip>
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        <balance>1034000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2012-GCJ9</title>
        <cusip>36192PAK2</cusip>
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        <balance>823474.15000000</balance>
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          <maturityDt>2045-11-10</maturityDt>
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      <invstOrSec>
        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
        <cusip>31282YBW8</cusip>
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        <balance>9194.22000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2015-GC29</title>
        <cusip>17323VBF1</cusip>
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          <isin value="US17323VBF13"/>
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        <balance>4110479.15000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2048-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00888900</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31397TP97</cusip>
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        <balance>12426.92000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137BGK40</cusip>
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          <isin value="US3137BGK402"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Multiclass Certifi</name>
        <lei>N/A</lei>
        <title>Freddie Mac Multiclass Certificates Series 2021-P011</title>
        <cusip>3137H2NR1</cusip>
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          <maturityDt>2045-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH</title>
        <cusip>46650FAA0</cusip>
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          <isin value="US46650FAA03"/>
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        <balance>969085.67000000</balance>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136ATF58</cusip>
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        <balance>168142.00000000</balance>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137HAYT7</cusip>
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        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-LC21 Mortgage Trust</title>
        <cusip>12593FBE3</cusip>
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        <balance>13701909.95000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2048-07-10</maturityDt>
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      <invstOrSec>
        <name>LHOME Mortgage Trust</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust 2024-RTL1</title>
        <cusip>50205DAC3</cusip>
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          <isin value="US50205DAC39"/>
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        <balance>1000000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38374DNW5</cusip>
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        <balance>100000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <name>Mid-State Trust</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <name>LHOME Mortgage Trust</name>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>VCAT Asset Securitization, LLC</name>
        <lei>N/A</lei>
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        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>FHLMC Structured Pass Through</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Structured Pass-Through Certificates</title>
        <cusip>31393RGJ3</cusip>
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        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FTZT7</cusip>
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        <name>Freddie Mac - STACR</name>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2021-R2</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31393CVP5</cusip>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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      <invstOrSec>
        <name>Banc of America Merrill Lynch</name>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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          <isin value="US31396XXQ23"/>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2060-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.71255300</annualizedRt>
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        <name>Freddie Mac - STACR</name>
        <lei>529900PGKDI4ZEXFQ523</lei>
        <title>Freddie Mac STACR REMIC Trust 2024-HQA1</title>
        <cusip>35564NCA9</cusip>
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          <isin value="US35564NCA90"/>
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        <name>Residential Accredit Loans, In</name>
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        <title>RALI Series 2006-QO1 Trust</title>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US38380A3T23"/>
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        <issuerCat>USGA</issuerCat>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31394B6Z2</cusip>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396YQB1</cusip>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Washington Mutual Mortgage Pas</name>
        <lei>N/A</lei>
        <title>Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust</title>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
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        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380CUP6</cusip>
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          <isin value="US38380CUP66"/>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series 2006-QS6 Trust</title>
        <cusip>74922EAV1</cusip>
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          <isin value="US74922EAV11"/>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136B0QP4</cusip>
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          <isin value="US3136B0QP47"/>
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        <balance>2155934.67000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2048-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fanniemae-Aces</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae-Aces</title>
        <cusip>3136B7HP9</cusip>
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        <name>Exeter Automobile Receivables</name>
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        <name>Government National Mortgage A</name>
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        <name>Fannie Mae</name>
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        <name>Barclays Commercial Mortgage S</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>CoreVest American Finance Ltd</name>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H4C81</cusip>
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      <invstOrSec>
        <name>Residential Asset Securitizati</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust 2004-A3</title>
        <cusip>45660NF75</cusip>
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          <isin value="US45660NF752"/>
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        <balance>18232.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17680.44000000</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2019-L2</title>
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          <isin value="US61768HBB15"/>
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        <balance>1320000.00000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PRKCM Trust</name>
        <lei>N/A</lei>
        <title>PRKCM 2021-AFC1 Trust</title>
        <cusip>69357TAF7</cusip>
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          <isin value="US69357TAF75"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>669153.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2056-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38374K2D4</cusip>
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          <isin value="US38374K2D40"/>
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        <balance>95802.50000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>WFLD MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WFLD 2014-MONT Mortgage Trust</title>
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          <isin value="US92939GAA58"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2016-UBS9</title>
        <cusip>61766CAM1</cusip>
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          <isin value="US61766CAM10"/>
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        <balance>2180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47245.61000000</valUSD>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F84K6</cusip>
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          <isin value="US3137F84K67"/>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2015-IVR2</title>
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          <isin value="US46644CAP32"/>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>CFCRE Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>CFCRE Commercial Mortgage Trust 2017-C8</title>
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        <name>Pretium Mortgage Credit Partne</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust Inc</title>
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        <name>VMC Finance LLC</name>
        <lei>N/A</lei>
        <title>VMC Finance 2021-HT1 LLC</title>
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      <invstOrSec>
        <name>Pagaya AI Debt Selection Trust</name>
        <lei>N/A</lei>
        <title>PAGAYA AI Debt Trust 2022-3</title>
        <cusip>69547MAA4</cusip>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137HCKN1</cusip>
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      <invstOrSec>
        <name>HOUSTON GALLERIA MALL TRUST</name>
        <lei>N/A</lei>
        <title>Houston Galleria Mall Trust 2015-HGLR</title>
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        <balance>1000000.00000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>FIVE 2023-V1</name>
        <lei>N/A</lei>
        <title>FIVE 2023-V1 Mortgage Trust</title>
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        <identifiers>
          <isin value="US337964AD21"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AQGL8</cusip>
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          <isin value="US3136AQGL81"/>
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        <balance>31051.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>240.60000000</valUSD>
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      </invstOrSec>
      <invstOrSec>
        <name>New York Mortgage Trust</name>
        <lei>N/A</lei>
        <title>NYMT Loan Trust Series 2024-BPL1</title>
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          <isin value="US62956MAB19"/>
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      </invstOrSec>
      <invstOrSec>
        <name>LSTAR Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>LSTAR Commercial Mortgage Trust 2017-5</title>
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          <isin value="US54910TBA97"/>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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                <issuerName>US TREASURY N/B</issuerName>
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      <invstOrSec>
        <name>Starwood Mortgage Residential</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential Trust 2022-3</title>
        <cusip>85571RAA8</cusip>
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          <isin value="US85571RAA86"/>
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        <balance>821047.78000000</balance>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Gracie Point International Fun</name>
        <lei>N/A</lei>
        <title>Gracie Point International Funding 2024-1 LLC</title>
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        <assetCat>ABS-O</assetCat>
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        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CD 2018-CD7 Mortgage Trust</title>
        <cusip>12512JAX2</cusip>
        <identifiers>
          <isin value="US12512JAX28"/>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Countrywide Home Loans</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust 2006-HYB5</title>
        <cusip>170256AK7</cusip>
        <identifiers>
          <isin value="US170256AK73"/>
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        <balance>170458.14000000</balance>
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        <debtSec>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31397WVU6</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2018-B5 Mortgage Trust</title>
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          <isin value="US08160BAF13"/>
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      <invstOrSec>
        <name>Life Financial Services Trust</name>
        <lei>N/A</lei>
        <title>Life 2021-BMR Mortgage Trust</title>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage S</name>
        <lei>N/A</lei>
        <title>BBCMS 2018-TALL Mortgage Trust</title>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
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        <title>COMM 2014-UBS6 Mortgage Trust</title>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38378VMF9</cusip>
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        <balance>186708.20000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>ROC Securities Trust</name>
        <lei>N/A</lei>
        <title>Roc Mortgage Trust 2021-RTL1</title>
        <cusip>77118TAC7</cusip>
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          <isin value="US77118TAC71"/>
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        <balance>1000000.00000000</balance>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>FT22FT073124.htm
<TEXT>
<html>

   <head>

      <title>EDGAR HTML</title>

      <meta charset="ISO-8859-1">
      <!-- Document created using ArcReporting --><!-- Copyright 2024 DFIN --></head>

   <body style="margin-top:0.0pt;width:613.35pt;" bgcolor="white">

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_1"></a>

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               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments </font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="line-height:0.0pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;font-weight:bold;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:32.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Principal</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:1.04%;margin-right:1.04%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Coupon</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Maturity</font></div>
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                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
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                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">MORTGAGE-BACKED SECURITIES&#8201;&#8211; 56.0%</font></div>
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                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
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                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Collateralized Mortgage Obligations&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; 26.8%</font></div>
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                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

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                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
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                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

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                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
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                           </td>
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                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Banc of America Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">27,450</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2002-L, Class 1A1 (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.20</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/32</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">21,121</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Citigroup Mortgage Loan Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">54,611</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-6, Class A1, US Treasury Yield Curve Rate T </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">Note Constant Maturity 1 Year + 2.10% (b)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.56</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/35</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">54,096</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">7,827</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2009-10, Class 1A1 (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.72</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">7,776</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Connecticut Avenue Securities Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-R02, Class 1B2, 30 Day Average SOFR + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">3.70% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">9.05</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/25/44</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,026,928</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Countrywide Home Loan Mortgage Pass-Through Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">170,458</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2006-HYB5, Class 3A1A (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.11</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/36</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">149,869</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">GSR Mortgage Loan Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,924</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2003-10, Class 1A12 (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.62</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,829</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">77,308</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-AR1, Class 4A1 (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.66</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/35</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">66,665</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">JP Morgan Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">23,363</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2006-A2, Class 5A3 (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.14</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">22,606</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">294,592</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-IVR2, Class A5 (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.88</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">294,791</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">LHOME Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2023-RTL2, Class M, steps up to 11.00% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">1/25/2026 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">9.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/25/28</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">979,904</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-RTL1, Class M, steps up to 13.45% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">8/25/2026 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">11.95</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/25/29</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,032,043</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">800,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-RTL2, Class M, steps up to 13.08% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">10/25/2026 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">11.58</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/29</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">822,135</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">MASTR Alternative Loan Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">3,544,967</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2006-2, Class 2A3, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">0.35% (b)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.81</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/36</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">362,494</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">MFA Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">400,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-RPL1, Class M1 (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.42</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/01/66</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">332,728</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">NYMT Loan Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-BPL1, Class A2, steps up to 10.12% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">7/25/2026 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">8.62</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/25/29</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,007,669</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Onslow Bay Mortgage Loan Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,157,961</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-NQM4, Class A1 (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.96</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/61</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">967,077</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Pretium Mortgage Credit Partners I LLC&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,005,226</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-NPL2, Class A2, steps up to 7.84% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">6/27/2025 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.84</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/27/60</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">955,409</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">PRKCM Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-AFC1, Class B2 (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.95</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/01/56</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">669,154</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">PRPM LLC&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">264,162</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-6, Class A2, steps up to 8.70% on 11/25/2024 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.70</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/25/25</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">261,889</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">PRPM Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">725,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-NQM1, Class M1 (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.71</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/68</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">736,877</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Residential Accredit Loans, Inc.&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">64,661</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2006-QO1, Class 2A1, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">0.54% (b)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/25/46</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">34,350</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">629,817</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2006-QS6, Class 1AV, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.77</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/36</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">12,922</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Residential Asset Securitization Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">18,232</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2004-A3, Class A7</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.25</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/34</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">17,680</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Roc Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-RTL1, Class M (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.68</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/25/26</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">938,963</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Starwood Mortgage Residential Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">821,048</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2022-3, Class A1 (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.16</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/67</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">800,091</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>
               </div>
            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

         <hr style="clear:both;margin-bottom:0.25pt;margin-left:0.25pt;margin-right:0.25pt;margin-top:40.0pt;border:none;">
         <!-- PAGE BREAK --></div>

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_2"></a>

            <div style="page-break-after:always;position:relative;">

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:32.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Principal</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:1.04%;margin-right:1.04%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Coupon</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Maturity</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">MORTGAGE-BACKED SECURITIES&#8201;(Continued)</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Collateralized Mortgage Obligations&#8201;(Continued)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Structured Asset Securities Corp. Mortgage Pass-Through </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Certificates&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">3,689</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2001-SB1, Class A2</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.38</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/01/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">3,675</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">VCAT LLC&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-NPL5, Class A2, steps up to 7.84% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">8/25/2025 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.84</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/25/51</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">999,305</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-NPL6, Class A2, steps up to 7.97% on </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">9/25/2025 (c) (d)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.97</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/25/51</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,001,907</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Verus Securitization Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">533,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-5, Class B2 (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.94</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/66</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">374,692</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">425,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-R2, Class B2 (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.26</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/01/64</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">325,854</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Washington Mutual Alternative Mortgage Pass-Through Certificates&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">9,698</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2007-5, Class A11, (1 Mo. CME Term SOFR + CSA) x -6 </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">+ 39.48% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.70</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/25/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">10,476</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">WinWater Mortgage Loan Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">205,032</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-3, Class B1 (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.84</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">191,249</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">14,484,224</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:15.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Commercial Mortgage-Backed Securities&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; 29.2%</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">BAMLL Commercial Mortgage Securities Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2013-WBRK, Class A (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.53</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">946,660</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">BANK&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">21,172,895</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2017-BNK7, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.71</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/60</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">362,713</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">8,917,836</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2019-BNK23, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.68</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/52</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">268,525</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,334,117</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-BNK26, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.20</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/63</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">265,896</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">BBCMS Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2018-TALL, Class A, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">0.87% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.25</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/15/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">941,874</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">135,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-BID, Class D, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">4.63% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">10.07</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/15/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">133,521</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Benchmark Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">20,639,817</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2018-B5, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.46</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/01/51</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">307,232</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">BX Commercial Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2019-IMC, Class F, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">2.90% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">8.28</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/15/34</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">974,633</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">CCRE Commercial Mortgage Securities L.P.&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">7,779,265</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">CFCRE Mortgage Trust Commercial Mortgage Pass-Through </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">Certificates, Series 2017-C8, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.47</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">238,918</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">CD Commercial Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">8,544,747</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2018-CD7, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.64</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/01/51</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">190,877</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Citigroup Commercial Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">4,110,479</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-GC29, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.01</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/01/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">14,233</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">8,449,731</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-GC37, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.65</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">152,734</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,683,961</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-P4, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.89</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">145,401</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">COMM Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">122,774,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2014-UBS6, Class XB, IO (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.04</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/47</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">2,320</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">3,829,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-CCRE26, Class XD, IO (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.21</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">45,786</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">13,701,910</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-LC21, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.61</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/01/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">39,166</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Credit Suisse Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2022-CNTR, Class A, 1 Mo. CME Term SOFR + 3.94%, </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">4.09% Floor (b) (f)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">9.27</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/25/25</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">904,209</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">CSAIL Commercial Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,848,234</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-C19, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.09</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/53</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">272,342</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">FIVE Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">25,817,857</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2023-V1, Class XA, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.68</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/01/56</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">536,402</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>
               </div>
            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

         <hr style="clear:both;margin-bottom:0.25pt;margin-left:0.25pt;margin-right:0.25pt;margin-top:40.0pt;border:none;">
         <!-- PAGE BREAK --></div>

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_3"></a>

            <div style="page-break-after:always;position:relative;">

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:32.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Principal</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:1.04%;margin-right:1.04%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Coupon</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Maturity</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">MORTGAGE-BACKED SECURITIES&#8201;(Continued)</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Commercial Mortgage-Backed Securities&#8201;(Continued)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Great Wolf Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-WOLF, Class E, 1 Mo. CME Term SOFR + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">3.64% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">8.97</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/15/39</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,005,221</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">GS Mortgage Securities Corp Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2018-3PCK, Class C, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">3.50% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">8.94</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/15/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">979,753</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">GS Mortgage Securities Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">823,474</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2012-GCJ9, Class D (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">4.60</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">753,672</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Houston Galleria Mall Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-HGLR, Class D (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">3.98</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">958,253</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">JP Morgan Chase Commercial Mortgage Securities Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">19,948,995</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-JP4, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">0.57</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">197,016</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">969,086</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2018-PHH, Class A, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">1.21%, 2.71% Floor (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">6.59</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/15/35</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">882,263</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Life Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">489,519</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-BMR, Class G, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">2.95% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">8.39</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/15/38</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">469,443</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">LSTAR Commercial Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">23,232,508</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2017-5, Class X, IO (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">0.83</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">358,650</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Morgan Stanley Bank of America Merrill Lynch Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,587,551</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2014-C19, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">0.86</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/47</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">103</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,632,500</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2014-C19, Class XE, IO (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">1.13</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/47</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">19,760</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">419,759</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-C31, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">1.26</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">8,463</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Morgan Stanley Capital I Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">2,180,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-UBS9, Class XD, IO (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">1.59</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">47,246</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,320,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2019-L2, Class C (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">4.97</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/52</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,089,318</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">VMC Finance&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">487,718</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-HT1, Class A, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">1.65% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">7.10</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/18/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">479,247</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Wells Fargo Commercial Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,073,113</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-C26, Class XA, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">1.13</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/01/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">2,140</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,034,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-NXS6, Class C (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">4.39</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">951,562</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">WFLD Mortgage Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2014-MONT, Class A (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">3.75</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/01/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">886,000</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14.5pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">15,831,552</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Total Mortgage-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">30,315,776</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Cost $31,910,075)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:17pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;margin-top:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES&#8201;&#8211; 30.0%</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Collateralized Mortgage Obligations&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; 19.3%</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal Home Loan Mortgage Corp.&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">100,377</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2439, Class XI, IO, if (30 Day Average SOFR + CSA) x -1 </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">+ 7.74% is less than 7.50%, then 6.50%, otherwise 0.00% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">6.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/32</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">12,578</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">519,155</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2975, Class SJ, IO, (30 Day Average SOFR + CSA) x -1 + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">6.65% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">1.20</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/15/35</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">40,207</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">12,427</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 3451, Class SB, IO, (30 Day Average SOFR + CSA) x -1 + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">6.03% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">0.58</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/15/38</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">964</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">187,915</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 3471, Class SD, IO, (30 Day Average SOFR + CSA) x -1 + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">6.08% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">0.63</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/15/36</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">16,504</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">6,732</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 4021, Class IP, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">3.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/27</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">167</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">119,364</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 4057, Class YI, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">3.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/27</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">3,217</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">233,654</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 4082, Class PI, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">3.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/27</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">6,229</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">203,873</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 4206, Class IA, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">3.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">13,558</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">983,680</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 4959, Class JF, 30 Day Average SOFR + CSA + 0.45% (b)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">5.91</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">963,214</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>
               </div>
            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

         <hr style="clear:both;margin-bottom:0.25pt;margin-left:0.25pt;margin-right:0.25pt;margin-top:40.0pt;border:none;">
         <!-- PAGE BREAK --></div>

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_4"></a>

            <div style="page-break-after:always;position:relative;">

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:32.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Principal</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:1.04%;margin-right:1.04%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Coupon</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Maturity</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES&#8201;(Continued)</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Collateralized Mortgage Obligations&#8201;(Continued)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal Home Loan Mortgage Corp.&#8201;(Continued)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,040,743</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 4990, Class AF, 30 Day Average SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">0.40% (b)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.86</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/25/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,019,350</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">970,228</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 5004, Class FG, 30 Day Average SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">0.40% (b)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.86</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/25/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">937,184</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal Home Loan Mortgage Corp. STACR REMIC Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-DNA1, Class B2, 30 Day Average SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">5.25% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">10.71</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/25/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,113,007</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-HQA2, Class B2, 30 Day Average SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">7.60% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">13.06</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/50</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,187,963</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">500,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-HQA1, M2, 30 Day Average SOFR + 2.00% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.35</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/44</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">503,286</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal Home Loan Mortgage Corp. Structured Pass-Through </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Certificates&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">43,752</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series T-56, Class APO, PO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">(g)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/01/43</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">34,693</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal Home Loan Mortgage Corp., STRIPS&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">9,194</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 177, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/01/26</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">390</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal National Mortgage Association&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">6,408</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 1996-46, Class ZA</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/26</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">6,416</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">13,157</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2002-80, Class IO, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/32</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">641</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">38,660</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2003-15, Class MS, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 8.00% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.54</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">4,127</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">43,947</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2003-44, Class IU, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">5,873</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">42,390</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-6, Class SE, IO, (30 Day Average SOFR + CSA) x -1 </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">+ 6.70% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.24</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/25/35</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">3,492</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">25,286</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2007-100, Class SM, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.45% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.99</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/25/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">2,284</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">134,788</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2007-37, Class SB, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.75% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.29</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/25/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">15,177</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">294,177</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2008-17, Class BE</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">293,972</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">555,357</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2010-103, Class ID, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/40</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">83,979</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">32,258</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2010-99, Class SG, (30 Day Average SOFR + CSA) x -5 + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">25.00%, 0.00% Floor (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/40</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">33,381</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">164,037</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2011-81, Class PI, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/01/26</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">2,558</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">117,710</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2012-112, Class BI, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,149</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,200,738</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2012-125, Class MI, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/42</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">164,942</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">16,897</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2013-132, Class SW, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-2.67 + 10.67%, 0.00% Floor (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/44</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">13,283</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,345,592</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2013-32, Class IG, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">111,164</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,193,686</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-20, Class ES, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.15% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.69</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/25/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">164,611</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">31,051</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-76, Class BI, IO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/39</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">241</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">168,142</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-74, Class LI, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/46</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">41,781</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">2,155,935</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2017-109, Class SJ, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.20% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.74</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/25/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">287,740</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,969,208</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 5179, Class GZ</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/52</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,060,836</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,259,715</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 5350, Class PO, PO</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">(g)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/53</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,049,793</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal National Mortgage Association, STRIPS&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">11,640</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 305, Class 12, IO (h)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">12/01/29</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">840</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">25,772</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 355, Class 18, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/33</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">3,091</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">400,608</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 406, Class 6, IO (h)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/41</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">64,236</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Government National Mortgage Association&#8201;</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">95,803</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-33, Class AY</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/01/35</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">96,070</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">119,605</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2007-68, Class PI, IO, (1 Mo. CME Term SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.65% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.19</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/20/37</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">3,218</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">100,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2008-2, Class HB</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/38</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">99,632</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>
               </div>
            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

         <hr style="clear:both;margin-bottom:0.25pt;margin-left:0.25pt;margin-right:0.25pt;margin-top:40.0pt;border:none;">
         <!-- PAGE BREAK --></div>

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_5"></a>

            <div style="page-break-after:always;position:relative;">

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:32.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Principal</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:1.04%;margin-right:1.04%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Coupon</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Stated</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Maturity</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES&#8201;(Continued)</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Collateralized Mortgage Obligations&#8201;(Continued)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Government National Mortgage Association&#8201;(Continued)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">100,681</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2008-73, Class SK, IO, (1 Mo. CME Term SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.74% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.28</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/20/38</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">4,979</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">186,708</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2013-104, Class YS, IO, (1 Mo. CME Term SOFR + CSA) </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">x -1 + 6.15% (e)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.71</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/16/43</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">14,398</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">3,324,357</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2015-158, Class KS, IO, (1 Mo. CME Term SOFR + CSA) </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">x -1 + 6.25% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.79</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/20/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">437,351</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">77,147</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-139, Class MZ</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/01/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">59,617</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">165,260</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2017-4, Class CZ</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/47</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">132,826</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">136,918</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2017-H18, Class DZ (h)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.63</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/67</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">129,864</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:23.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">9,224,380</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-13, Class BT, IO, (1 Mo. CME Term SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.20%, Capped at 0.50% (e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/20/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">188,112</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">10,434,185</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:15.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Commercial Mortgage-Backed Securities&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; 10.7%</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:22pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal Home Loan Mortgage Corp. Multifamily Structured </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Pass-Through Certificates&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">30,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K043, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.63</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/01/43</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">209,013</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">14,500,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K071, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.01</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/01/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">862,185</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">4,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K110, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.40</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">626,169</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">4,326,216</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K118, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.69</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/25/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">567,138</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,900,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K122, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.63</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/49</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">249,056</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">3,343,856</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K128, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.78</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/01/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">484,851</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,831,144</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K739, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.80</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/25/48</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">132,607</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">2,454,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K755, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.64</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">02/01/59</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">705,696</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">4,571,896</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series KG06, Class X3, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.74</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">666,888</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Federal National Mortgage Association, ACES&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">15,150,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2019-M29, Class X4, IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.70</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/29</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">357,159</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Freddie Mac Multiclass Certificates&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,706,367</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-P011, Class X1, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.77</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/01/45</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">663,445</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Government National Mortgage Association&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,051,736</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-32, Class IO, IO (a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.71</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/01/63</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">253,481</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">5,777,688</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Total U.S. Government Agency Mortgage-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">16,211,873</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Cost $18,649,298)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:17pt;">

                           <td style="vertical-align:Bottom;width:540pt;" colspan="5">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;margin-top:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">ASSET-BACKED SECURITIES&#8201;&#8211; 8.8%</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Adams Outdoor Advertising LP&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2023-1, Class B (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">8.81</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/15/53</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,042,510</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">CoreVest American Finance Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">474,995</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-2, Class A (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.38</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/01/52</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">465,586</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">270,534</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-1, Class A (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.57</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">04/01/53</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">254,078</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">8,636,670</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-3, Class XA, IO (a) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.38</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/54</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">348,708</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Exeter Automobile Receivables Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">750,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-1A, Class E (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.89</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/15/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">766,507</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Gracie Point International Funding LLC&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">692,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-1A, Class D, 90 Day Average SOFR + 7.15% (b) (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">12.50</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/01/28</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">693,817</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Mid-State Capital Corp. Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">88,675</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-1, Class A</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.75</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/01/40</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">87,983</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">PAGAYA AI Debt Trust&#8201;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">117,006</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2022-3, Class A (c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.06</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/15/30</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:11pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">116,965</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2024-3, Class D (c)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">9.00</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/15/31</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">988,159</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Total Asset-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">4,764,313</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:56.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Cost $4,680,816)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:24.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:0.5pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>
               </div>
            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

         <hr style="clear:both;margin-bottom:0.25pt;margin-left:0.25pt;margin-right:0.25pt;margin-top:40.0pt;border:none;">
         <!-- PAGE BREAK --></div>

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_6"></a>

            <div style="page-break-after:always;position:relative;">

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:22.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Shares</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0.71%;margin-right:0.71%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="3">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">MONEY MARKET FUNDS&#8201;&#8211; 3.6%</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:42.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:42.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:42.0pt;">1,941,878</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional
                                       Class - 5.14% (i)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin-left:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,941,878</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:42.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:42.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:420pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Cost $1,941,878)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:0.5pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:21pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-right:3pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;" colspan="3">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Total Investments &#8211; 98.4%</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">53,233,840</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-right:3pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:288pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Cost $57,182,067)</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;line-height:11pt;margin-left:0.0pt;">  </font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:2.0pt;">

                                 <div style="display:flex;margin:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:0.5pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:41.5pt;">

                           <td style="vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:0%;margin-right:5.26%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Number of </font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Contracts</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:222pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:1.35%;margin-right:1.35%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Description</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Notional </font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Amount</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Exercise </font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Price</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.55%;margin-right:4.55%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Expiration </font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Date</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:63pt;">

                              <div style="line-height:12pt;text-align:left;">

                                 <div style="border-bottom:1pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.5pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540pt;" colspan="6">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:-2pt;margin-right:-2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">WRITTEN OPTIONS&#8201;&#8211; (0.0)%</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Call Options Written&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; (0.0)%</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:15.33pt;">(10</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">U.S. Treasury Long Bond Futures Call</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">(1,207,813</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">126.00</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/22/24</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin-left:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">(13,750</font></div>

                                       <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Premiums received $11,380)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:14pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;margin-top:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Put Options Written&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; (0.0)%</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:15.33pt;">(10</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">U.S. 10-Year Treasury Futures Put</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">(1,118,125</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">108.00</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/22/24</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin-left:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">(3,125</font></div>

                                       <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Premiums received $8,412)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:17pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;" colspan="4">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:1pt;margin-top:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Total Written Options</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin-left:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">(16,875</font></div>

                                       <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:15.33pt;">

                                    <div style="display:flex;white-space:nowrap;width:15.33pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:222pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(Premiums received $19,792)</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:60pt;">

                                 <div style="display:flex;margin-left:auto;width:37.56pt;">

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="display:flex;margin-left:auto;width:62.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"> </div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:0.5pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:22.75pt;">

                           <td style="vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-right:3pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Net Other Assets and Liabilities &#8211; 1.6%</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin-left:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">875,240</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:17.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:0.5pt;margin-right:3pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;width:420pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Net Assets &#8211; 100.0%</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:63pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:3pt double #000000;padding-bottom:1pt;">

                                    <div style="display:flex;margin-left:auto;width:62.0pt;">

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">54,092,205</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:6.5pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:49.75pt;">

                           <td style="padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:0%;margin-right:1.10%;padding-bottom:1pt;">

                                    <div style="text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Futures Contracts</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:7.42%;margin-right:7.42%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Position</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:53.02pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:5.66%;margin-right:5.66%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Number of</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Contracts</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:5.76%;margin-right:5.76%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Expiration</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Date</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:56pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:5.36%;margin-right:5.36%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Notional</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:4.55%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Unrealized</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Appreciation</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">(Depreciation)/</font></div>

                                    <div style="text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">10-Year U.S. Treasury Note Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width:17.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:17.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:17.0pt;">108</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 2024</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:56pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:50pt;">

                                 <div style="display:flex;margin:auto;width:52.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.0pt;">12,075,750</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:25.5pt;">301,366</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury 2 Year Note Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width:17.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:17.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:17.0pt;">16</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 2024</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:56pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:50pt;">

                                 <div style="display:flex;margin:auto;width:52.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.0pt;">3,285,875</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:35.5pt;">18,348</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury 5 Year Note Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width:17.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:17.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:17.0pt;">6</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 2024</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:56pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:50pt;">

                                 <div style="display:flex;margin:auto;width:52.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.0pt;">647,344</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:40.5pt;">7,199</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury Bond Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width:17.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:17.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:17.0pt;">17</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 2024</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:56pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:50pt;">

                                 <div style="display:flex;margin:auto;width:52.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.0pt;">2,053,281</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:35.5pt;">53,055</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="padding-bottom:3.75pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury Ultra 10 Year Note Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:3.75pt;padding-top:2pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:3.75pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width:17.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:17.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:17.0pt;">38</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:3.75pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 2024</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:56pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;margin-right:3pt;text-align:right;width:50pt;">

                                 <div style="display:flex;margin:auto;width:52.0pt;">

                                    <div style="border-bottom:0.5pt groove #000000;display:flex;white-space:nowrap;width:52.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.0pt;">4,391,969</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="border-bottom:0.5pt groove #000000;color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:30.5pt;">138,656</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:17.75pt;">

                           <td style="padding-bottom:2.5pt;padding-top:3.75pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2.5pt;padding-top:3.75pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2.5pt;padding-top:3.75pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width:17.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:17.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2.5pt;padding-top:3.75pt;vertical-align:Bottom;white-space:nowrap;width:52.11pt;">

                              <div style="line-height:0.5pt;margin-left:3pt;margin-right:3pt;text-align:right;width:46.11pt;">

                                 <div style="display:flex;margin:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:3.75pt;vertical-align:Bottom;white-space:nowrap;width:56pt;">

                              <div style="line-height:12.0pt;margin-left:3pt;margin-right:3pt;text-align:right;width:50pt;">

                                 <div style="display:flex;margin:auto;width:52.0pt;">

                                    <div style="border-bottom:3pt double #000000;display:flex;white-space:nowrap;width:52.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.0pt;">22,454,219</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:3.75pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="border-bottom:3pt double #000000;color:#000000;font-family:Times New Roman;font-size:10pt;">$</font><font style="border-bottom:3pt double #000000;color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:25.5pt;">518,624</font></div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:6.5pt;text-align:left;"><font style="color:#000000;float:right;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;margin-top:2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-top:2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Collateral Strip Rate security. Coupon is based on the weighted net interest rate of the investment&#8217;s underlying collateral. The </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">interest rate resets periodically.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(b)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Floating or variable rate security.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">This security, sold within the terms of a private placement memorandum, is exempt
                                       from registration upon resale under </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Rule 144A of the Securities Act of 1933, as amended (the &#8220;1933 Act&#8221;), and may be resold in transactions exempt from </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Fund&#8217;s Board of Trustees, this </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">security has been determined to be liquid by First Trust Advisors L.P., (the &#8220;Advisor&#8221;). Although market instability can result in </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">periods of increased overall market illiquidity, liquidity for each security is determined
                                       based on security specific factors and </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">assumptions, which require subjective judgment. At July 31, 2024, securities noted
                                       as such amounted to $31,091,329 or 57.5% of </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">net assets.</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;line-height:10.5pt;margin-left:0.0pt;">  </font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(d)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Step-up security. A security where the coupon increases or steps up at a predetermined
                                       date. Interest rate shown reflects the rate in </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">effect at July 31, 2024.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(e)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Inverse floating rate security.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(f)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">This security, sold within the terms of a private placement memorandum, is exempt
                                       from registration upon resale under </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Rule 144A of the 1933 Act, and may be resold in transactions exempt from registration,
                                       normally to qualified institutional buyers </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(see Restricted Securities table).</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;line-height:10.5pt;margin-left:0.0pt;">  </font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(g)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Zero coupon security.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(h)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Weighted Average Coupon security. Coupon is based on the blended interest rate of
                                       the underlying holdings, which may have </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">different coupons. The coupon may change in any period.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(i)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Rate shown reflects yield as of July 31, 2024.</font></div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:0.5pt;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>
               </div>
            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

         <hr style="clear:both;margin-bottom:0.25pt;margin-left:0.25pt;margin-right:0.25pt;margin-top:40.0pt;border:none;">
         <!-- PAGE BREAK --></div>

      <div>

         <div><a name="xx_19dcd25d-5443-4600-8653-70e804d654a5_POI-SOIfooter-6_7"></a>

            <div style="page-break-after:always;position:relative;">

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:21pt;">

                           <td style="vertical-align:Bottom;width:540.00pt;" colspan="2">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Abbreviations throughout the Portfolio of Investments:</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">ACES</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Alternative Credit Enhancement Securities</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">CME</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Chicago Mercantile Exchange</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">CSA</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Credit Spread Adjustment</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">IO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Interest-Only Security - Principal amount shown represents par value on which interest payments are based.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">PO</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Principal-Only Security</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">REMIC</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Real Estate Mortgage Investment Conduit</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">SOFR</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Secured Overnight Financing Rate</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">STACR</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Structured Agency Credit Risk</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:9.5pt;">

                           <td style="vertical-align:Bottom;width:38.78pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">STRIPS</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:501.22pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">&#8211; Separate Trading of Registered Interest and Principal of Securities</font></div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:11.0pt;text-align:left;">

                     <hr style="background-color:#000000;height:0.5pt;margin-bottom:1pt;margin-left:0%;margin-top:7.0pt;text-align:left;width:120pt;border:none;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Valuation Inputs</font></div>

                  <div style="line-height:11.0pt;margin-top:8.5pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">The Fund is subject to fair value accounting standards that define fair value, establish
                           the framework for measuring fair value and </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">provide a three-level hierarchy for fair valuation based upon the inputs to the valuation
                           as of the measurement date. The three levels of </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">the fair value hierarchy are as follows:</font></div>
                  </div>

                  <div>

                     <div style="clear:both;margin-top:6.5pt;position:relative;width:100%;">

                        <div style="float:left;line-height:11pt;margin-left:21pt;text-align:left;width:3.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">&#8226;</font></div>

                        <div style="float:left;line-height:11pt;margin-left:8.5pt;text-align:left;width:502.00pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Level 1 &#8211; Level 1 inputs are quoted prices in active markets for identical investments.</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;line-height:11pt;">  </font></div>
                     </div>

                     <div style="clear:both;position:relative;"> </div>
                  </div>

                  <div>

                     <div style="clear:both;margin-top:6.5pt;position:relative;width:100%;">

                        <div style="float:left;line-height:11pt;margin-left:21pt;text-align:left;width:3.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">&#8226;</font></div>

                        <div style="float:left;line-height:11pt;margin-left:8.5pt;text-align:left;width:502.00pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Level 2 &#8211; Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">based on interest rates and yield curves, or valuations derived from observable market
                              data.)</font></div>
                     </div>

                     <div style="clear:both;position:relative;"> </div>
                  </div>

                  <div>

                     <div style="clear:both;margin-top:6.5pt;position:relative;width:100%;">

                        <div style="float:left;line-height:11pt;margin-left:21pt;text-align:left;width:3.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">&#8226;</font></div>

                        <div style="float:left;line-height:11pt;margin-left:8.5pt;text-align:left;width:502.00pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Level 3 &#8211; Level 3 inputs are unobservable inputs that may reflect the reporting entity&#8217;s own assumptions about the assumptions </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">that market participants would use in pricing the investment.</font></div>
                     </div>

                     <div style="clear:both;position:relative;"> </div>
                  </div>

                  <div style="line-height:11.0pt;margin-top:8.5pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">The inputs or methodologies used for valuing investments are not necessarily an indication
                           of the risk associated with investing in </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">those investments.</font></div>
                  </div>

                  <div style="line-height:11.0pt;margin-top:8.5pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">A summary of the inputs used to value the Fund&#8217;s investments as of July 31, 2024 is as follows:</font><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>
                  </div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:15.5pt;">

                           <td style="vertical-align:Bottom;width:540.00pt;" colspan="5">

                              <div style="line-height:10pt;text-align:left;">

                                 <div style="margin-right:-2pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">ASSETS TABLE</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:43.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:70.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Total</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Value at</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">7/31/2024</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:71.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Level 1</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Quoted</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Prices</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:76.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Level 2</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Significant</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Observable</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Inputs</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:67.27pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Level 3</font></div>

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Significant</font></div>

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Unobservable</font></div>

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Inputs</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:13.75pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Mortgage-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:10.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">30,315,776</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">30,315,776</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">U.S. Government Agency Mortgage-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:10.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">16,211,873</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">16,211,873</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Asset-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:10.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">4,764,313</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">4,764,313</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:13.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Money Market Funds</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:11.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">1,941,878</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">1,941,878</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:13.75pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Total Investments</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:10.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">53,233,840</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">1,941,878</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">51,291,962</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:13.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Futures Contracts</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:11.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">518,624</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">518,624</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:16.75pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Total</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:11.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">53,752,464</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">2,460,502</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">51,291,962</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:15pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:540.00pt;" colspan="5">

                              <div style="line-height:10pt;text-align:left;">

                                 <div style="margin-right:-2pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;line-height:10pt;">&#8194;</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12pt;">

                           <td style="vertical-align:Bottom;width:540.00pt;" colspan="5">

                              <div style="line-height:10pt;text-align:left;">

                                 <div style="margin-right:-2pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">LIABILITIES TABLE</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:43.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:70.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Total</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Value at</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">7/31/2024</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:71.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Level 1</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Quoted</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Prices</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:76.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Level 2</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Significant</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Observable</font></div>

                                 <div style="margin-left:10pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Inputs</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:67.27pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Level 3</font></div>

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Significant</font></div>

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Unobservable</font></div>

                                 <div style="margin-left:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Inputs</font></div>
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                           </td>
                        </tr>

                        <tr style="height:17.75pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Written Options</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:11.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">(16,875</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">(16,875</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">)</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
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            </div>
         </div>

         <div style="float:left;margin-bottom:5.0pt;width:100%;"> </div>

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               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:39pt;width:540pt;min-height:42pt;">

                  <div style="line-height:10.0pt;text-align:left;"><font style="color:#003E87;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">First Trust Mortgage Income Fund (FMY)</font>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">Portfolio of Investments (Continued)</font></div>

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2024 (Unaudited)</font></div>
                  </div>
               </div>

               <div style="clear:both;"> </div>

               <div style="float:left;margin-left:36pt;margin-top:3pt;width:540pt;min-height:666pt;">

                  <div style="line-height:11.0pt;text-align:left;">

                     <hr style="background-color:#000000;height:0.5pt;margin-bottom:1pt;margin-left:0%;margin-top:1pt;text-align:left;width:120pt;border:none;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Restricted Securities&nbsp;</font></div>

                  <div style="line-height:11.0pt;margin-top:8pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">As of July 31, 2024, the Fund held restricted securities as shown in the following
                           table that the Advisor deemed illiquid pursuant to </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">procedures adopted by the Fund&#8217;s Board of Trustees:</font><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>
                  </div>

                  <div style="line-height:0.0pt;text-align:left;"> </div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:45.75pt;">

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:215.63pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Security</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:60.88pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:6pt;margin-right:6pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Acquisition</font></div>

                                 <div style="margin-left:6pt;margin-right:6pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Date</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:52pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Principal</font></div>

                                 <div style="margin-left:4pt;margin-right:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:72.34pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Current Price</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:57pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Carrying</font></div>

                                 <div style="margin-left:4pt;margin-right:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Cost</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:49.5pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Value</font></div>
                              </div>
                           </td>

                           <td style="border-bottom:0.5pt solid #000000;padding-bottom:1.75pt;padding-top:1.75pt;vertical-align:Bottom;width:32.65pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">% of</font></div>

                                 <div style="margin-left:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Net</font></div>

                                 <div style="margin-left:4pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Assets</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;width:215.63pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Credit Suisse Mortgage Trust, 9.27%, 01/25/25</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;width:60.88pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:6pt;margin-right:6pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">03/10/22</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:52pt;">

                              <div style="line-height:11pt;margin-left:6pt;margin-right:6pt;text-align:right;width:40pt;">

                                 <div style="display:flex;margin:auto;width:42.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:42.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:42.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:72.34pt;">

                              <div style="line-height:11pt;margin-left:6pt;margin-right:6pt;text-align:right;width:60.34pt;">

                                 <div style="display:flex;margin:auto;width:29.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:29.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:29.5pt;">90.42</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:57pt;">

                              <div style="line-height:11pt;margin-left:6pt;margin-right:6pt;text-align:right;width:45pt;">

                                 <div style="display:flex;margin:auto;width:47.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:47.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:47.0pt;">1,000,000</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:49.5pt;">

                              <div style="line-height:11pt;margin-left:6pt;margin-right:6pt;text-align:right;width:37.5pt;">

                                 <div style="display:flex;margin:auto;width:39.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:39.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:39.5pt;">904,209</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:3pt;padding-top:1.75pt;vertical-align:Bottom;white-space:nowrap;width:32.65pt;">

                              <div style="line-height:11pt;margin-left:6pt;text-align:right;width:26.65pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">1.67</font></div>

                                    <div style="display:flex;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">%</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
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               </div>
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</DOCUMENT>
</SEC-DOCUMENT>
