<SEC-DOCUMENT>0001752724-25-068755.txt : 20250513
<SEC-HEADER>0001752724-25-068755.hdr.sgml : 20250513
<ACCEPTANCE-DATETIME>20250326133839
ACCESSION NUMBER:		0001752724-25-068755
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20250131
FILED AS OF DATE:		20250326
DATE AS OF CHANGE:		20250326
PERIOD START:           	20251031

FILER:

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

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21727
		FILM NUMBER:		25771821

	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>
<XML>
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      <regFileNumber>811-21727</regFileNumber>
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      <regStreet1>120 EAST LIBERTY DRIVE</regStreet1>
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      <regCity>Wheaton</regCity>
      <regStateConditional regCountry="US" regState="US-IL"/>
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      <seriesName>First Trust Mortgage Income Fund</seriesName>
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      <repPdEnd>2025-10-31</repPdEnd>
      <repPdDate>2025-01-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust 2005-AR1</title>
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      <invstOrSec>
        <name>LHOME Mortgage Trust</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>
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      <invstOrSec>
        <name>Banc of America Mortgage Secur</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Winwater Mortgage Loan Trust</name>
        <lei>N/A</lei>
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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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      <invstOrSec>
        <name>Fannie Mae</name>
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        <title>Fannie Mae REMICS</title>
        <cusip>31392JMY2</cusip>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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      <invstOrSec>
        <name>Freddie Mac Multiclass Certifi</name>
        <lei>N/A</lei>
        <title>Freddie Mac Multiclass Certificates Series 2021-P011</title>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series 2006-QO1 Trust</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <name>Residential Asset Securitizati</name>
        <lei>N/A</lei>
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        <name>Bank</name>
        <lei>N/A</lei>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31397TP97</cusip>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000ITBJ4KEFYWF83</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-HQA2</title>
        <cusip>35565LBE5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FIVE 2023-V1</name>
        <lei>N/A</lei>
        <title>FIVE 2023-V1 Mortgage Trust</title>
        <cusip>337964AD2</cusip>
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          <isin value="US337964AD21"/>
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        <balance>25797367.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>477313.21000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2056-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.67541300</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31393CVP5</cusip>
        <identifiers>
          <isin value="US31393CVP57"/>
          <other otherDesc="SEDOL" value="B7ZR0H1"/>
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        <balance>39659.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5181.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFLD MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WFLD 2014-MONT Mortgage Trust</title>
        <cusip>92939GAA5</cusip>
        <identifiers>
          <isin value="US92939GAA58"/>
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        <balance>764834.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>720440.83000000</valUSD>
        <pctVal>1.358762478054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75480000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2009-10</title>
        <cusip>17316AAA8</cusip>
        <identifiers>
          <isin value="US17316AAA88"/>
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        <balance>6859.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6840.85000000</valUSD>
        <pctVal>0.012901948239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.56294700</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>U.S. TREASURY BOND</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="USM5P113"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01PXRJ9S7"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24843.75000000</valUSD>
        <pctVal>-0.04685569433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
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                    <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
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                  <derivAddlInfo>
                    <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
                    <lei>549300EX04Q2QBFQTQ27</lei>
                    <title>U.S. TREASURY BOND</title>
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                      <ticker value="USM5"/>
                      <other otherDesc="ID_BB_GLOBAL" value="BBG01PSLLQ96"/>
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                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
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                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
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                  <payOffProf>Short</payOffProf>
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                    <otherRefInst>
                      <issuerName>US TREASURY N/B</issuerName>
                      <issueTitle>United States Treasury Note/Bond</issueTitle>
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                        <cusip value="912810QN1"/>
                        <isin value="US912810QN19"/>
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                  <expDate>2025-06-18</expDate>
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            <shareNo>100000.00000000</shareNo>
            <exercisePrice>113.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-05-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-963.95000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137H4YR5</cusip>
        <identifiers>
          <isin value="US3137H4YR53"/>
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        <balance>1988982.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1065401.14000000</valUSD>
        <pctVal>2.009362924514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AA7M1</cusip>
        <identifiers>
          <isin value="US3136AA7M10"/>
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        <balance>1237695.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95200.10000000</valUSD>
        <pctVal>0.179548851759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>549300CFP9NBBMZH1008</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2016-NXS6</title>
        <cusip>95000KBH7</cusip>
        <identifiers>
          <isin value="US95000KBH77"/>
        </identifiers>
        <balance>1034000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>970772.24000000</valUSD>
        <pctVal>1.830891364734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.40324900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4</title>
        <cusip>46645UAV9</cusip>
        <identifiers>
          <isin value="US46645UAV98"/>
        </identifiers>
        <balance>19755521.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146643.26000000</valUSD>
        <pctVal>0.276571442164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.57221600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE26 Mortgage Trust</title>
        <cusip>12593QAE0</cusip>
        <identifiers>
          <isin value="US12593QAE08"/>
          <other otherDesc="SEDOL" value="BYVY6Y4"/>
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        <balance>3829000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23052.88000000</valUSD>
        <pctVal>0.043478085986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.21263300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust 2003-10</title>
        <cusip>36228FYJ9</cusip>
        <identifiers>
          <isin value="US36228FYJ91"/>
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        <balance>1456.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1381.94000000</valUSD>
        <pctVal>0.002606360079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.66934600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2022-CNTR</title>
        <cusip>12665CAA2</cusip>
        <identifiers>
          <isin value="US12665CAA27"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765035.60000000</valUSD>
        <pctVal>1.442868899665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.25110000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F040628</cusip>
        <identifiers>
          <isin value="US01F0406284"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1829062.50000000</valUSD>
        <pctVal>3.449639986419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust 2021-ARIA</title>
        <cusip>05608RAL9</cusip>
        <identifiers>
          <isin value="US05608RAL96"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999093.70000000</valUSD>
        <pctVal>1.884306073575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.66498000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US ULTRA BOND CBT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="WNH5"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01N9ZLVG2"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2945.71000000</valUSD>
        <pctVal>-0.00555565433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US TREASURY N/B</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
                <identifiers>
                  <cusip value="91282CHH7"/>
                  <isin value="US91282CHH79"/>
                  <other otherDesc="SEDOL" value="BRXDCY2"/>
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            </descRefInstrmnt>
            <expDate>2025-03-20</expDate>
            <notionalAmt>358351.96000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2945.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Structured Asset Securities Co</name>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>LSTAR Commercial Mortgage Trus</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F62Q9</cusip>
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        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
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      <invstOrSec>
        <name>Great Wolf Trust</name>
        <lei>N/A</lei>
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        <name>Bank</name>
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        <name>PRKCM Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Island Finance Trust 2025-1</name>
        <lei>N/A</lei>
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        <name>Island Finance Trust 2025-1</name>
        <lei>N/A</lei>
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        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>31364JL84</cusip>
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        <balance>9572.34000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F64S3</cusip>
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      <invstOrSec>
        <name>LHOME Mortgage Trust</name>
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        <name>NYO Commercial Mortgage Trust</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <name>Freddie Mac</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>FHLMC Multifamily Structured P</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Fannie Mae</name>
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        <title>Adams Outdoor Advertising LP</title>
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        <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>Freddie Mac</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>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2012-GCJ9</title>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2045-11-10</maturityDt>
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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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        <balance>1320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1108778.88000000</valUSD>
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        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.97333000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2022-1</title>
        <cusip>92538WAA5</cusip>
        <identifiers>
          <isin value="US92538WAA53"/>
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        <balance>760166.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>693973.58000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BTTR4</cusip>
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        <balance>1065535.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1048541.34000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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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>
        <cusip>38380A3T2</cusip>
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          <isin value="US38380A3T23"/>
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        <balance>77727.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59743.54000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2019-IMC</title>
        <cusip>05608BAQ3</cusip>
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          <isin value="US05608BAQ32"/>
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        <balance>1000000.00000000</balance>
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        <debtSec>
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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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          <isin value="US3137HCKN16"/>
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        <balance>2454000.00000000</balance>
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          <couponKind>Variable</couponKind>
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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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          <isin value="US93936PAL22"/>
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        <balance>9399.08000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <title>US 10YR NOTE (CBT)</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137AMGA9</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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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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          <isin value="US53218CAN02"/>
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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>3136AHX88</cusip>
        <identifiers>
          <isin value="US3136AHX886"/>
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        <balance>16897.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11696.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>3136FCNT9</cusip>
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        <balance>23528.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2762.11000000</valUSD>
        <pctVal>0.005209381911</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Fannie Mae</name>
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        <name>FHLMC Multifamily Structured P</name>
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        <name>Countrywide Home Loans</name>
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        <name>Morgan Stanley BAML Trust</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Exeter Automobile Receivables</name>
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        <name>Banc of America Merrill Lynch</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Freddie Mac</name>
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        <name>LHOME Mortgage Trust</name>
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        <name>New York Mortgage Trust</name>
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        <name>CD Commercial Mortgage Trust</name>
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        <name>Barclays Commercial Mortgage S</name>
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        <name>Government National Mortgage A</name>
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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;">January 31, 2025 (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>
                                 </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;&#8211; 54.1%</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; 25.0%</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: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;">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;">27,308</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 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;">12/25/32</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;">22,023</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;">49,873</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;">6.08</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;">09/25/35</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;">49,313</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;">6,860</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;">6.56</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="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;">09/25/33</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;">6,841</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;">8.05</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;">1,045,065</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;">154,200</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;">5.44</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;">09/20/36</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;">136,009</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: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;">780,271</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-FHA1, 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;">3.25</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="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;">04/25/47</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;">700,614</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;">1,457</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;">6.67</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>

                           <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;">10/25/33</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;">1,382</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;">76,099</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;">3.82</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;">01/25/35</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;">66,346</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;">19,878</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;">7.13</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;">11/25/33</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;">19,311</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;">159,032</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;">6.16</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="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;">01/25/45</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;">159,108</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;">987,785</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;">1,021,994</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;">815,744</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;">3,538,405</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;">4.78</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;">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;">343,164</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;">1,012,471</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;">553,718</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;">10/25/61</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;">459,589</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;">PRET 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;">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-RPL1, Class M2 (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;">4.06</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="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;">10/25/63</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;">374,039</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;">08/25/56</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;">679,424</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;">274,955</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 (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;">8.70</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;">274,622</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;">710,000</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-RPL3, Class M1, steps up to 5.00% 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;">11/25/2028 (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;">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="vertical-align:Bottom;white-space:nowrap;width: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;">11/25/54</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;">638,379</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;">PRPM 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;">725,000</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-NQM1, Class M1 (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;">6.71</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;">12/25/68</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;">728,330</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 Accredit Loans, Inc.&#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;">64,116</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-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="vertical-align:Bottom;white-space:nowrap;width: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;">4.97</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;">02/25/46</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;">33,001</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;">601,826</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-QS6, Class 1AV, 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;">0.77</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="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;">06/25/36</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;">12,076</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 Asset 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;">16,526</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 2004-A3, Class A7</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;">5.25</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="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;">06/25/34</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;">15,885</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;">Roc 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;">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-RTL1, Class M (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;">6.68</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;">08/25/26</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;">969,145</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;">Starwood Mortgage Residential 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;">783,279</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 2022-3, 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;">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="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;">03/25/67</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;">753,015</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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_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;">January 31, 2025 (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;">1,989</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;">08/25/31</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;">1,983</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;">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;">347,676</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-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="vertical-align:Bottom;white-space:nowrap;width: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="vertical-align:Bottom;white-space:nowrap;width: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="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;">336,240</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;">Verus 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;">533,000</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 2021-5, 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;">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="vertical-align:Bottom;white-space:nowrap;width: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;">09/25/66</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;">386,068</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;">425,000</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-R2, 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;">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="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;">02/25/64</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;">315,264</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;">760,166</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 2022-1, Class A1, steps up to 3.72% on 1/1/2026 (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;">2.72</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="vertical-align:Bottom;white-space:nowrap;width: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;">01/01/67</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;">693,974</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;">9,399</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;">12.93</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;">9,457</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;">198,355</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;">03/20/45</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;">183,632</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;">13,251,293</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; 29.1%</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;">03/10/37</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;">978,125</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;">20,965,876</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;">0.68</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;">09/15/60</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;">295,311</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;">8,897,810</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-BN23, 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;">12/15/52</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;">244,477</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;">5,270,000</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-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;">03/15/63</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;">244,988</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;">5.23</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;">963,681</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;">Benchmark 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;">20,535,940</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-B5, 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;">0.45</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;">07/15/51</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;">266,706</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;">BX 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: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 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="vertical-align:Bottom;white-space:nowrap;width: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;">7.25</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;">04/15/34</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;">985,018</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;">BX 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 2021-ARIA, Class E, 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;">2.25% (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;">6.66</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;">10/15/36</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;">999,094</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;">CCRE Commercial Mortgage Securities L.P.&#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;">7,684,302</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;">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="vertical-align:Bottom;white-space:nowrap;width: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="vertical-align:Bottom;white-space:nowrap;width: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;">06/15/50</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;">196,462</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;">CD 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: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;">8,405,843</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-CD7, 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;">0.64</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="vertical-align:Bottom;white-space:nowrap;width: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;">08/15/51</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;">164,918</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 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: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;">2,127,739</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-GC29, 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;">0.94</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;">04/10/48</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;">21</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;">8,350,239</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-GC37, 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;">1.64</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;">04/10/49</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;">85,921</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;">5,679,723</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-P4, 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;">1.90</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;">07/10/49</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;">99,684</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;">COMM 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;">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;">10/10/48</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;">23,053</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;">12,311,384</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;">0.60</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="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;">07/10/48</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;">1,540</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;">8.25</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="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;">01/09/25</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;">765,036</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;">250,000</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 2015-C3, Class B (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;">4.11</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;">08/15/48</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;">228,694</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;">5,821,506</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-C19, 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;">1.09</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="vertical-align:Bottom;white-space:nowrap;width: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;">03/15/53</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;">250,292</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;">FIVE 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: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;">25,797,368</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-V1, Class XA, 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;">0.68</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;">02/10/56</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;">477,313</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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_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;">January 31, 2025 (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: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;">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: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;">1,000,000</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: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;">7.95</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;">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;">1,010,420</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: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;">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: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;">4.75</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;">11/10/45</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;">753,310</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: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 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: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;">3.98</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;">03/05/37</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;">993,466</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: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;">19,755,522</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: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;">0.57</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;">12/15/49</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;">146,643</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%, 2.41% 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: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;">5.56</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="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;">852,179</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: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;">394,981</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: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;">7.37</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;">389,596</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: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;">22,929,728</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: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;">0.84</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;">03/10/50</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;">289,217</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

                              <div style="line-height: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;">MCR 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;">385,000</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-TWA, Class F (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;">10.38</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="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;">06/01/39</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;">390,983</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: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;">410,258</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: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;">1.26</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;">11/15/49</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;">6,281</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: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;">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: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;">1.59</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;">03/15/49</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;">32,084</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: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;">4.97</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;">03/15/52</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;">1,108,779</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;">NYO 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: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;">530,000</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 2021-1290, 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;">1.99% (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;">6.42</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="vertical-align:Bottom;white-space:nowrap;width: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;">11/15/38</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;">521,937</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: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;">1,034,000</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 2016-NXS6, 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: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;">4.40</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;">11/15/49</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;">970,772</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;">WFLD 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: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;">764,835</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-MONT, 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;">3.75</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;">08/10/31</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;">720,441</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;">15,456,442</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 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;">28,707,735</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 $30,168,185)</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;">U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES&#8201;&#8211; 36.1%</font></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: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;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; 22.0%</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: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: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.&#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;">86,220</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 2439, Class XI, IO, if (30 Day Average SOFR) x -1 is less </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;">than 7.39%, then 6.50%, otherwise 0.00% (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;">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;">03/15/32</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;">10,322</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;">440,951</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 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="vertical-align:Bottom;white-space:nowrap;width: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;">2.13</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;">05/15/35</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;">35,750</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;">11,415</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 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="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;">1.51</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;">05/15/38</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;">853</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;">170,179</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 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="vertical-align:Bottom;white-space:nowrap;width: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;">1.56</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;">12/15/36</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;">14,186</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;">4,958</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 4021, Class IP, 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;">3.00</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;">03/15/27</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;">101</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;">85,057</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 4057, Class YI, 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;">06/15/27</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;">1,931</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;">167,016</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 4082, 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;">3.00</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;">06/15/27</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;">3,715</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;">169,045</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 4206, Class IA, 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;">03/15/33</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;">10,556</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;">953,689</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 4959, Class JF, 30 Day Average SOFR + CSA + 0.45% (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;">4.92</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;">03/25/50</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;">926,276</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;">1,010,004</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;">4.87</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;">978,474</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:21pt;">

                           <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;">928,210</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;">4.87</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;">895,287</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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_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;">January 31, 2025 (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: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;">1,988,983</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;">01/25/52</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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,065,401</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;">1,039,042</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;">11/25/53</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;">800,705</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;">9.72</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;">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;">1,120,854</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;">12.07</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="vertical-align:Bottom;white-space:nowrap;width: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;">1,219,134</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: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. 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="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;">43,450</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 T-56, Class APO, PO</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;">(g)</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;">05/25/43</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;">34,448</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 Home Loan Mortgage Corp., STRIPS&#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;">5,494</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 177, 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;">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;">07/01/26</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;">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: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&#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;">2,459</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 1996-46, Class ZA</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;">11/25/26</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;">2,463</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;">10,903</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 2002-80, Class IO, 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;">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;">09/25/32</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;">481</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;">35,802</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 2003-15, 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="vertical-align:Bottom;white-space:nowrap;width: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;">03/25/33</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;">3,760</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;">39,660</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 2003-44, Class IU, 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;">06/25/33</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;">5,181</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;">38,211</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 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="vertical-align:Bottom;white-space:nowrap;width: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;">2.23</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;">02/25/35</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;">3,020</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;">23,726</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 2007-100, 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="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;">1.98</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="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;">10/25/37</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;">1,981</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;">125,254</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 2007-37, 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="vertical-align:Bottom;white-space:nowrap;width: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;">2.28</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;">05/25/37</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;">13,652</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;">294,177</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 2008-17, Class BE</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;">10/25/37</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;">285,592</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;">530,900</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 2010-103, Class ID, 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;">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="vertical-align:Bottom;white-space:nowrap;width: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;">09/25/40</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;">79,850</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;">30,039</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 2010-99, 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="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;">1.75</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;">09/25/40</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;">30,809</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;">88,740</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 2011-81, 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: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;">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;">872</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;">44,293</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 2012-112, 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;">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;">09/25/31</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;">191</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;">1,143,019</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 2012-125, Class MI, 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;">11/25/42</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;">154,704</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;">16,897</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 2013-132, 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="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;">0.00</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;">01/25/44</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;">11,696</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;">1,237,696</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 2013-32, Class IG, 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;">04/25/33</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;">95,200</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;">1,124,360</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 2015-20, 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="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;">1.68</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;">04/25/45</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;">119,146</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;">09/25/46</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;">40,221</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;">2,060,674</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;">1.73</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;">229,349</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;">269,130</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 2020-47, Class FA, 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;">4.87</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;">263,166</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;">1,065,535</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 2024-84, Class FD, 30 Day Average SOFR + 1.15% (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;">5.50</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;">11/25/54</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;">1,048,541</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;">1,010,191</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 5478, Class NF, 30 Day Average SOFR + 1.30% (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;">5.65</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;">12/25/54</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;">1,007,179</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, STRIPS&#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;">9,572</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 305, Class 12, IO (h)</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;">6.50</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;">12/25/29</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;">632</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;">23,528</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 355, Class 18, 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;">7.50</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;">11/25/33</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;">2,762</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;">377,813</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 406, Class 6, IO (h)</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;">4.00</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;">01/25/41</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;">59,717</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: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;">86,739</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 2005-33, Class AY</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;">04/16/35</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;">87,255</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;">112,105</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 2007-68, 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="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;">2.24</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;">11/20/37</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;">3,082</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;">100,000</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 2008-2, Class HB</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;">01/16/38</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;">100,235</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:21pt;">

                           <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;">93,478</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 2008-73, 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="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;">2.33</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;">08/20/38</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;">4,791</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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_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;">January 31, 2025 (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;">166,690</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 2013-104, 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="vertical-align:Bottom;white-space:nowrap;width: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;">1.73</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;">07/16/43</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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">12,661</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;">3,182,874</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 2015-158, 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="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;">1.84</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;">11/20/45</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;">396,315</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;">77,727</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 2016-139, Class MZ</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;">1.50</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;">07/20/45</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;">59,744</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;">167,755</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 2017-4, Class CZ</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;">3.00</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;">01/20/47</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;">130,347</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;">140,116</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-H18, Class DZ (h)</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;">4.63</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;">09/20/67</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;">129,278</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:23.75pt;">

                           <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;">8,648,207</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 2020-13, 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="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;">0.50</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;">11/20/45</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;">177,029</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;">11,679,064</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:15.75pt;">

                           <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: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; 10.6%</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: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. 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="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;">3,698,596</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 K043, 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;">3.23</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;">02/25/43</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;">37</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;">14,500,000</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 K071, 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;">2.01</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="vertical-align:Bottom;white-space:nowrap;width: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;">11/25/45</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;">743,172</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;">4,000,000</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 K110, 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;">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="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;">06/25/48</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;">573,767</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;">4,326,216</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 K118, 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;">2.69</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;">10/25/48</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;">522,700</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;">1,900,000</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 K122, 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;">2.63</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;">01/25/49</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;">230,635</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;">3,343,856</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 K128, 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;">2.78</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="vertical-align:Bottom;white-space:nowrap;width: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;">04/25/31</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;">449,569</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;">1,831,144</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 K739, 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;">2.80</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="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;">11/25/48</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;">113,276</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;">2,454,000</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 K755, 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;">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="vertical-align:Bottom;white-space:nowrap;width: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;">02/25/31</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;">659,771</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;">1,663,400</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 K757, 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;">5.55</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;">08/25/31</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;">473,866</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;">10/25/31</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;">625,531</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;">03/25/29</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;">347,977</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;">5,653,804</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;">09/25/45</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;">629,698</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;">4,977,503</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;">06/16/63</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;">252,118</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;">5,622,117</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;">Pass-through Security&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; 3.5%</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;">Fannie Mae or Freddie Mac&#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;">2,000,000</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;">Pool TBA (i)</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;">4.00</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;">02/01/55</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;">1,829,062</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 U.S. Government Agency 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;">19,130,243</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 $21,959,962)</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: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;">ASSET-BACKED SECURITIES&#8201;&#8211; 9.5%</font></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;">Adams Outdoor Advertising LP&#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 2023-1, Class 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;">8.81</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;">07/15/53</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;">1,043,663</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;">CoreVest American Finance 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;">251,017</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;">04/15/53</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;">241,705</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;">7,696,323</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;">2.39</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="vertical-align:Bottom;white-space:nowrap;width: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;">10/15/54</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;">245,954</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;">767,900</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;">12.06</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;">03/01/28</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;">693,251</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;">Island 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;">500,000</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 2025-1A, 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;">7.95</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;">03/19/35</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;">506,572</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 2025-1A, Class C (c) (j)</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;">10.00</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;">03/19/35</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;">467,624</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;">Mid-State Capital Corp. 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;">65,560</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 2005-1, Class 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;">5.75</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;">01/15/40</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;">65,432</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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_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;">January 31, 2025 (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;">ASSET-BACKED SECURITIES&#8201;(Continued)</font></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;">PAGAYA AI Debt 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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">992,861</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: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;">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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,002,354</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;">5,034,455</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 $4,902,820)</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>
                     </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:31.5pt;">

                           <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; 2.4%</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;">1,260,520</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 - 4.24% (k)</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;">1,260,520</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 $1,260,520)</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; 102.1%</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;">54,132,953</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 $58,291,487)</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;">PURCHASED 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 Purchased&#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>
                              </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 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;">113,906</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;">120.00</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;">02/21/25</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;">625</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;">(Cost $8,464)</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:17pt;">

                           <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: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 Call Options Purchased</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-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;">625</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-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;">(Cost $8,464)</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:17pt;">

                           <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: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 Purchased Options</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-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;">625</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-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;">(Cost $8,464)</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:17pt;">

                           <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;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;">WRITTEN OPTIONS&#8201;&#8211; (0.1)%</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;">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; (0.1)%</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 5 Year Note Futures Put</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;">(106,391</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;">106.50</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;">03/21/25</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;">(6,563</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 $7,630)</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: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-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 Bond Futures Put</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;">(113,906</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;">113.00</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;">05/23/25</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-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;">(24,844</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>

                        <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-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 $23,879)</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:17pt;">

                           <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: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 Put Options Written</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-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;">(31,407</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: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-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 $31,509)</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:17pt;">

                           <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: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="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;">(31,407</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="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 $31,509)</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>
                     </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; (2.0)%</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;">(1,080,325</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: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;">53,021,846</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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:12.0pt;">48</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;">Mar 2025</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;">5,224,500</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:23.84pt;">(80,717)</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;">CME Ultra Long Term U.S. 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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:12.0pt;">3</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;">Mar 2025</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;">355,406</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:33.84pt;">(2,937)</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;">U.S. 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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:12.0pt;">22</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;">Mar 2025</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;">4,523,750</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:33.84pt;">(2,161)</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;">U.S. 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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:12.0pt;">11</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;">Mar 2025</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;">1,170,297</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:33.84pt;">(6,794)</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;">U.S. 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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:12.0pt;">30</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;">Mar 2025</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;">3,417,188</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:23.84pt;">(118,979)</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;">U.S. 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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:12.0pt;">55</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;">Mar 2025</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;">6,125,625</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:23.84pt;">(130,969)</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:12.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:12.0pt;"> </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;">20,816,766</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:18.84pt;">(342,557)</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>
            </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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_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;">January 31, 2025 (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="">

                           <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 January 31, 2025, securities noted
                                       as such amounted to $29,752,958 or 56.1% </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;">of 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 January 31, 2025.</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></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;">All or portion of this security is part of a mortgage dollar roll agreement.</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;">(j)</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 is fair valued by the Advisor&#8217;s Pricing Committee in accordance with procedures approved by the Fund&#8217;s Board 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;">Trustees, and in accordance with the provisions of the Investment Company Act of 1940
                                       and rules thereunder, as amended. At </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;">January 31, 2025, securities noted as such are valued at $467,624 or 0.9% of 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;">(k)</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 January 31, 2025.</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 style="margin-top:0.0pt;">

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

                        <tr style="height:16pt;">

                           <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: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;">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>

                        <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;">TBA</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; To-Be-Announced Security</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>
            </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_44aa0cb8-46c1-4631-975b-bcfe9e02b66e_POI-SOIfooter-6_8"></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;">January 31, 2025 (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;"><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 January 31, 2025 is as follows:</font><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: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;">1/31/2025</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;">28,707,735</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;">28,707,735</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;">19,130,243</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;">19,130,243</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;">5,034,455</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;">5,034,455</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;">1,260,520</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;">1,260,520</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;">54,132,953</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;">1,260,520</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;">52,872,433</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;">Purchased Options</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;">625</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;">625</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;">54,133,578</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;">1,261,145</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;">52,872,433</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;">1/31/2025</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;">Futures Contracts</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;">(342,557</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: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;">(342,557</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: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;">&#8212;</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: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;">Written Options</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;">(31,407</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;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;">(31,407</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;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: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;">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;">(373,964</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;">(373,964</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>
                  </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;">Restricted Securities&nbsp;</font></div>

                  <div style="line-height:11.0pt;margin-top:8.0pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">As of January 31, 2025, 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;margin-top: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:210.63pt;">

                              <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: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;">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:210.63pt;">

                              <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&nbsp;Suisse&nbsp;Mortgage&nbsp;Trust,&nbsp;8.25%,&nbsp;01/09/25</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: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: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;">76.50</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;">765,036</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;">1.44</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>
                  </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;">
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</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
