<SEC-DOCUMENT>0000940400-25-002927.txt : 20250926
<SEC-HEADER>0000940400-25-002927.hdr.sgml : 20250926
<ACCEPTANCE-DATETIME>20250926140035
ACCESSION NUMBER:		0000940400-25-002927
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20250731
FILED AS OF DATE:		20250926
DATE AS OF CHANGE:		20250926
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:		251349214

	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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      <regLei>549300DJXDU5IDLS9H81</regLei>
      <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>2025-07-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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      <netAssets>53328496.25</netAssets>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.57590000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2017-FHA1 Trust</title>
        <cusip>12651RAA5</cusip>
        <identifiers>
          <isin value="US12651RAA59"/>
        </identifiers>
        <balance>723065.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660696.58000000</valUSD>
        <pctVal>1.238918451596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.25000000</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>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2016-GC37</title>
        <cusip>17290XAY6</cusip>
        <identifiers>
          <isin value="US17290XAY67"/>
        </identifiers>
        <balance>7758887.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18580.21000000</valUSD>
        <pctVal>0.034841053670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.63753500</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>Countrywide Home Loans</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust 2006-HYB5</title>
        <cusip>170256AK7</cusip>
        <identifiers>
          <isin value="US170256AK73"/>
        </identifiers>
        <balance>150135.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133716.42000000</valUSD>
        <pctVal>0.250741028535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.39534100</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>BWAY Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BWAY Trust 2025-1535</title>
        <cusip>12430BAE0</cusip>
        <identifiers>
          <isin value="US12430BAE02"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>622164.12000000</valUSD>
        <pctVal>1.166663535913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.46148000</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>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380CUP6</cusip>
        <identifiers>
          <isin value="US38380CUP66"/>
        </identifiers>
        <balance>170286.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136479.82000000</valUSD>
        <pctVal>0.255922873504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31394B6Z2</cusip>
        <identifiers>
          <isin value="US31394B6Z28"/>
        </identifiers>
        <balance>35448.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2765.56000000</valUSD>
        <pctVal>0.005185895336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23551000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31398TW80</cusip>
        <identifiers>
          <isin value="US31398TW807"/>
        </identifiers>
        <balance>510874.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74432.89000000</valUSD>
        <pctVal>0.139574327487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2021-5</title>
        <cusip>92538KAF0</cusip>
        <identifiers>
          <isin value="US92538KAF03"/>
        </identifiers>
        <balance>533000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390069.81000000</valUSD>
        <pctVal>0.731447232585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.94100000</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>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F0406A0</cusip>
        <identifiers>
          <isin value="US01F0406A02"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460907.28000000</valUSD>
        <pctVal>0.864279536102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FRTX9</cusip>
        <identifiers>
          <isin value="US3137FRTX93"/>
        </identifiers>
        <balance>933834.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>900905.38000000</valUSD>
        <pctVal>1.689350803699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.91449000</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>Pagaya AI Debt Selection Trust</name>
        <lei>N/A</lei>
        <title>Pagaya AI Debt Trust 2024-3</title>
        <cusip>69547XAD4</cusip>
        <identifiers>
          <isin value="US69547XAD49"/>
        </identifiers>
        <balance>535728.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540742.43000000</valUSD>
        <pctVal>1.013984019847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</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>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2021-R2</title>
        <cusip>92538DAG4</cusip>
        <identifiers>
          <isin value="US92538DAG43"/>
        </identifiers>
        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322642.62000000</valUSD>
        <pctVal>0.605009784051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25500000</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>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380A3T2</cusip>
        <identifiers>
          <isin value="US38380A3T23"/>
        </identifiers>
        <balance>78311.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48110.05000000</valUSD>
        <pctVal>0.090214525784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</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>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F62Q9</cusip>
        <identifiers>
          <isin value="US3137F62Q91"/>
        </identifiers>
        <balance>4326216.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492048.23000000</valUSD>
        <pctVal>0.922674113467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.69179000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396XXQ2</cusip>
        <identifiers>
          <isin value="US31396XXQ23"/>
        </identifiers>
        <balance>21558.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1931.00000000</valUSD>
        <pctVal>0.003620953403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.98551000</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>Pretium Mortgage Credit Partne</name>
        <lei>N/A</lei>
        <title>PRET 2024-RPL1 Trust</title>
        <cusip>693989AG0</cusip>
        <identifiers>
          <isin value="US693989AG09"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378229.15000000</valUSD>
        <pctVal>0.709243981354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.01945700</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>Onslow Bay Financial LLC</name>
        <lei>N/A</lei>
        <title>OBX 2021-NQM4 Trust</title>
        <cusip>67115DAA0</cusip>
        <identifiers>
          <isin value="US67115DAA00"/>
        </identifiers>
        <balance>529147.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446535.06000000</valUSD>
        <pctVal>0.837329179331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.95700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Winwater Mortgage Loan Trust</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FCLG7</cusip>
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          <isin value="US3137FCLG73"/>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <cusip>36228FYJ9</cusip>
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          <isin value="US36228FYJ91"/>
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      <invstOrSec>
        <name>CFCRE Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>CFCRE Commercial Mortgage Trust 2017-C8</title>
        <cusip>12532CBE4</cusip>
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          <isin value="US12532CBE49"/>
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        <balance>7582956.57000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Exeter Automobile Receivables</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust 2024-1</title>
        <cusip>30167PAG5</cusip>
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          <isin value="US30167PAG54"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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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>717239.60000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2067-01-25</maturityDt>
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          <annualizedRt>2.72400000</annualizedRt>
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      <invstOrSec>
        <name>LHOME Mortgage Trust</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust 2024-RTL2</title>
        <cusip>50205JAC0</cusip>
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          <isin value="US50205JAC09"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2029-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31395UCS8</cusip>
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        <debtSec>
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      <invstOrSec>
        <name>REMIC FUNDING TRUST 98-1</name>
        <lei>N/A</lei>
        <title>Redwood Funding Trust 2025-2</title>
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          <isin value="US75806EAA55"/>
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        <debtSec>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2018-MP</title>
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        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2024-R02</title>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2006-A2</title>
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      <invstOrSec>
        <name>Starwood Mortgage Residential</name>
        <lei>N/A</lei>
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        <name>PRP ADVISORS, LLC</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>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F040693</cusip>
        <identifiers>
          <isin value="US01F0406938"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>461004.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust Inc</title>
        <cusip>17307GXP8</cusip>
        <identifiers>
          <isin value="US17307GXP89"/>
          <other otherDesc="SEDOL" value="BWBY7Q9"/>
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        <balance>41669.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41920.20000000</valUSD>
        <pctVal>0.078607504332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.08000000</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>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137H4C81</cusip>
        <identifiers>
          <isin value="US3137H4C810"/>
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        <balance>4571896.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604509.35000000</valUSD>
        <pctVal>1.133557839632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.73516600</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F042681</cusip>
        <identifiers>
          <isin value="US01F0426811"/>
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        <balance>-1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-948728.13000000</valUSD>
        <pctVal>-1.77902659312</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Great Wolf Trust</name>
        <lei>N/A</lei>
        <title>Great Wolf Trust 2024-WOLF</title>
        <cusip>39152MAJ4</cusip>
        <identifiers>
          <isin value="US39152MAJ45"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007667.00000000</valUSD>
        <pctVal>1.889546998055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.98094000</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>Life Financial Services Trust</name>
        <lei>N/A</lei>
        <title>Life 2021-BMR Mortgage Trust</title>
        <cusip>53218CAG5</cusip>
        <identifiers>
          <isin value="US53218CAG50"/>
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        <balance>280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278354.27000000</valUSD>
        <pctVal>0.521961595720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.85648000</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>Island Finance Trust 2025-1</name>
        <lei>N/A</lei>
        <title>Island Finance Trust 2025-1</title>
        <cusip>463920AC2</cusip>
        <identifiers>
          <isin value="US463920AC29"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504116.85000000</valUSD>
        <pctVal>0.945304828466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.00000000</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>ADAMS OUTDOOR ADVERTISING</name>
        <lei>549300BTFXNHDCUHER30</lei>
        <title>Adams Outdoor Advertising LP</title>
        <cusip>006346AX8</cusip>
        <identifiers>
          <isin value="US006346AX84"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1034667.10000000</valUSD>
        <pctVal>1.940176777439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.81000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH</title>
        <cusip>46650FAA0</cusip>
        <identifiers>
          <isin value="US46650FAA03"/>
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        <balance>242271.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207180.88000000</valUSD>
        <pctVal>0.388499385073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.59900000</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>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2016-UBS9</title>
        <cusip>61766CAM1</cusip>
        <identifiers>
          <isin value="US61766CAM10"/>
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        <balance>2180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47033.94000000</valUSD>
        <pctVal>0.088196636521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.56798500</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>Residential Asset Securitizati</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust 2004-A3</title>
        <cusip>45660NF75</cusip>
        <identifiers>
          <isin value="US45660NF752"/>
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        <balance>15863.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15614.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMRF Mortgage Acquisition Co.,</name>
        <lei>N/A</lei>
        <title>Galton Funding Mortgage Trust 2018-2</title>
        <cusip>36418GBX1</cusip>
        <identifiers>
          <isin value="US36418GBX16"/>
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        <balance>286631.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>275258.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.57844000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>31364JL84</cusip>
        <identifiers>
          <isin value="US31364JL845"/>
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        <balance>7726.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>447.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2029-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series 2006-QS6 Trust</title>
        <cusip>74922EAV1</cusip>
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          <isin value="US74922EAV11"/>
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        <balance>573713.58000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.76284500</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396YQB1</cusip>
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          <isin value="US31396YQB10"/>
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        <balance>294177.45400000</balance>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BPEZ0</cusip>
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          <isin value="US3136BPEZ04"/>
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        <balance>989716.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>955435.67000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17001000</annualizedRt>
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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>
        <identifiers>
          <isin value="US337964AD21"/>
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        <balance>25771296.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>382136.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2056-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.67435000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>FHLMC Multifamily Structured P</name>
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        <name>Fannie Mae</name>
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        <name>Government National Mortgage A</name>
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        <name>MASTR Alternative Loans Trust</name>
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        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
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        <name>Pagaya AI Debt Selection Trust</name>
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        <name>Fanniemae Strip</name>
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        <title>Fannie Mae Interest Strip</title>
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        <name>Government National Mortgage A</name>
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        <name>CSAIL Commercial Mortgage Trus</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Gracie Point International Fun</name>
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        <name>Fannie Mae</name>
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        <name>Government National Mortgage A</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31398T5K3</cusip>
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          <isin value="US31398T5K37"/>
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      </invstOrSec>
      <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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          <isin value="US3137F64S30"/>
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        <curCd>USD</curCd>
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          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      </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>5629.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5625.45000000</valUSD>
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        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Banc of America Mortgage Secur</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage 2002-L Trust</title>
        <cusip>05948JAA0</cusip>
        <identifiers>
          <isin value="US05948JAA07"/>
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        <balance>27307.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22954.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.19769600</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
        <cusip>31282YBW8</cusip>
        <identifiers>
          <isin value="US31282YBW84"/>
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        <balance>2509.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46.92000000</valUSD>
        <pctVal>0.000087982979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COLT Funding LLC</name>
        <lei>N/A</lei>
        <title>COLT 2021-HX1 Mortgage Loan Trust</title>
        <cusip>19688KAG9</cusip>
        <identifiers>
          <isin value="US19688KAG94"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372493.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.13648900</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CALI Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cali 2024-Sun</title>
        <cusip>12988DAG7</cusip>
        <identifiers>
          <isin value="US12988DAG79"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>855134.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.96261000</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>3136B0QP4</cusip>
        <identifiers>
          <isin value="US3136B0QP47"/>
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        <balance>1932409.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219015.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.73551000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>3136FCNT9</cusip>
        <identifiers>
          <isin value="US3136FCNT93"/>
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        <balance>20665.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2233.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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="USU5"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01R98QFJ0"/>
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        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44807.60000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>SFO Commerical Mortgage Trust</name>
        <lei>N/A</lei>
        <title>SFO Commercial Mortgage Trust 2021-555</title>
        <cusip>78432WAA1</cusip>
        <identifiers>
          <isin value="US78432WAA18"/>
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        <balance>1102700.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.60648000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38378VMF9</cusip>
        <identifiers>
          <isin value="US38378VMF93"/>
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        <balance>149966.55000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.69551000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>PRP Advisors, LLC</name>
        <lei>N/A</lei>
        <title>PRPM 2025-3</title>
        <cusip>74449DAB1</cusip>
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          <isin value="US74449DAB10"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001527.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>9.06600000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31397WVU6</cusip>
        <identifiers>
          <isin value="US31397WVU60"/>
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        <balance>159381.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14029.80000000</valUSD>
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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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          <couponKind>Floating</couponKind>
          <annualizedRt>1.62590000</annualizedRt>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2015-IVR2</title>
        <cusip>46644CAP3</cusip>
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          <isin value="US46644CAP32"/>
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        <balance>81617.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>81490.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.88704200</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>PRKCM Trust</name>
        <lei>N/A</lei>
        <title>PRKCM 2021-AFC1 Trust</title>
        <cusip>69357TAF7</cusip>
        <identifiers>
          <isin value="US69357TAF75"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>701430.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Commercial Mortgage S</name>
        <lei>N/A</lei>
        <title>BBCMS 2018-TALL Mortgage Trust</title>
        <cusip>05548WAA5</cusip>
        <identifiers>
          <isin value="US05548WAA53"/>
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        <balance>864000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>822391.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.26101000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <debtSec>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
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        <balance>64114.61000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AA7M1</cusip>
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        <curCd>USD</curCd>
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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>
        <cusip>93936PAL2</cusip>
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          <isin value="US93936PAL22"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
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        <debtSec>
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      <invstOrSec>
        <name>NYO Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>NYO Commercial Mortgage Trust 2021-1290</title>
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      <invstOrSec>
        <name>CoreVest American Finance Trus</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</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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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86449000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2025-09-23</ncom:dateSigned>
      <ncom:nameOfApplicant>First Trust Mortgage Income Fund</ncom:nameOfApplicant>
      <ncom:signature>Derek Maltbie</ncom:signature>
      <ncom:signerName>Derek Maltbie</ncom:signerName>
      <ncom:title>Treasurer, Chief Financial Officer and Chief Accounting Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>FT22FT073125.htm
<TEXT>
<html>

   <head>

      <title>EDGAR HTML</title>

      <meta charset="ISO-8859-1">
      <!-- Document created using ArcReporting --><!-- Copyright 2025 DFIN --></head>

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 2025 (Unaudited)</font></div>
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               <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; 56.1%</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; 32.3%</font></div>
                              </div>
                           </td>

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

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

                                 <div style="display:flex;margin:auto;width: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;">22,954</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;">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;">41,669</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;">41,920</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,630</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;">6.52</font></div>

                                    <div 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;">5,625</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;">COLT 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;">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 2021-HX1, Class B3A (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;">4.14</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/25/66</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">372,494</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">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;">1,032,880</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;">150,135</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;">5.40</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;">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;">133,716</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;">723,065</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;">660,697</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;">Fidelis 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 2025-RTL1, 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;">8.95</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;">02/27/40</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;">1,027,235</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;">Galton Funding 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;">286,632</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 2018-2, 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;">4.58</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;">10/01/58</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;">275,258</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;">1,294</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;">5.88</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">1,240</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;">74,872</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;">3.80</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">66,288</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;">18,060</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;">7.05</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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div 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;">17,877</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;">81,617</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;">5.89</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">81,491</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;">992,206</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;">1,012,641</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">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;">809,263</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">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;">3,538,393</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;">4.82</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="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div 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;">323,091</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;">529,148</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;">446,535</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;">4.01</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">378,229</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;">701,431</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&#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 2025-3, Class A2, steps up to 12.07% on 5/01/2028 (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;">9.07</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/01/30</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,001,528</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;">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 2025-6, Class M1 (c) (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;">10.56</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;">08/01/30</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;">987,477</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;">1,250,000</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-RPL4, Class M1A, steps up to 4.00% 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;">5/01/2029 (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;">3.00</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;">05/01/55</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;">1,074,947</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;">731,067</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;">Redwood Funding 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;">701,196</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 2025-2, Class A (c)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.11</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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/25/55</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;">709,650</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;">64,115</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;">5.01</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;">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;">32,807</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">573,713</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;">0.76</font></div>

                                    <div 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;">14,935</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_9a491562-a280-4c48-8628-d86fb89758e3_POI-SOIfooter-6_2"></a>

            <div style="page-break-after:always;position:relative;">

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

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

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 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:11pt;">

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">15,863</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2004-A3, Class A7</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.25</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/25/34</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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">15,614</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2021-RTL1, Class M (c)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.68</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/25/26</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">991,459</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                        <tr style="height: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;">755,602</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2022-3, Class A1 (c)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">4.16</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/67</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;">739,003</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;">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;">577</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;">575</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;">390,070</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;">322,643</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;">717,240</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;">01/25/67</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;">667,655</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;">1,000,000</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 2025-INV1, 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;">6.95</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;">02/25/70</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,001,563</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;">Washington Mutual Alternative Mortgage 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: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;">8,895</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 2007-5, 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% (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;">12.68</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;">06/25/37</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;">9,693</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">WinWater 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: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;">170,626</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 2015-3, Class B1 (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;">3.83</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/20/45</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;">159,042</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;">17,252,799</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; 23.8%</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;">BANK&#8201;</font></div>
                              </div>
                           </td>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">20,346,842</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-BNK7, 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;">0.67</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;">09/15/60</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">227,095</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;">11,561,256</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-BN19, 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;">0.93</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;">08/15/61</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;">359,131</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;">8,868,534</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 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;">219,173</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;">5,183,992</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-BN26, 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;">1.19</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">212,072</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;">864,000</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;">5.26</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">822,392</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;">20,425,374</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;">226,003</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;">BWAY 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;">600,000</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 2025-1535, Class B (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;">7.46</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/05/42</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;">622,164</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;">675,000</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;">7.29</font></div>

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

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

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

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

                                    <div 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;">655,603</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;">650,000</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;">6.70</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;">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;">649,640</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;">Cali 2024&#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;">850,000</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-Sun, Class D, 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;">3.63% (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;">7.96</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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/15/41</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;">855,135</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;">7,582,957</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;">139,672</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">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;">8,350,806</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;">0.63</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;">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;">139,549</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;">7,758,888</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-GC37, Class XA, IO (a)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.64</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;">04/10/49</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;">18,580</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,676,217</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2016-P4, Class XA, IO (a)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.89</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/10/49</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;">50,560</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                        <tr style="height: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;">3,829,000</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-CCRE26, 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;">1.28</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/10/48</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;">38</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_9a491562-a280-4c48-8628-d86fb89758e3_POI-SOIfooter-6_3"></a>

            <div style="page-break-after:always;position:relative;">

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

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

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 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;">Credit Suisse 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;">$</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 2022-CNTR, Class A, 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;">3.94% (b) (g)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">8.29</font></div>

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

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

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

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

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

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

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

                                    <div 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;">665,282</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;">CSAIL 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;">250,000</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-C3, Class B (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;">3.99</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/15/48</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;">234,486</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">5,803,068</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2020-C19, Class XA, IO (a)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.09</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/15/53</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;">216,716</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                        <tr style="height: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;">25,771,296</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2023-V1, Class XA, IO (h)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">0.67</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;">02/10/56</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;">382,137</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;">Great Wolf 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-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="background-color:azure;vertical-align:Bottom;white-space:nowrap;width: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;">7.98</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;">03/15/39</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;">1,007,667</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;">JP Morgan Chase Commercial Mortgage 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: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;">19,571,078</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-JP4, 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;">0.57</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;">12/15/49</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;">93,043</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;">242,272</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-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% (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;">5.60</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/15/35</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;">207,181</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;">Life 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;">280,000</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-BMR, Class D, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">1.40% (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;">5.86</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/15/38</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;">278,354</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;">LSTAR 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;">22,666,743</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2017-5, Class X, 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;">0.85</font></div>

                                    <div 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;">03/10/50</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;">200,433</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;">MCR 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;">885,000</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-TWA, Class F (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;">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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/12/39</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;">902,646</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;">Morgan Stanley Bank of America Merrill Lynch 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;">403,184</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-C31, 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;">1.26</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">3,604</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;">Morgan Stanley Capital I 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;">2,180,000</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-UBS9, 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;">1.57</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;">03/15/49</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;">47,034</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;">265,000</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 2018-MP, Class A (a) (c)</font></div>
                              </div>
                           </td>

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

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

                                 <div style="display:flex;margin:auto;width: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;">4.28</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/11/40</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;">249,560</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;">1,140,062</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;">MSWF 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;">7,572,750</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2023-1, Class 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;">0.86</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/01/56</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;">390,674</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;">380,000</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 D, 1 Mo. CME Term SOFR + CSA + </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">2.55% (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;">7.00</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;">11/15/38</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;">371,505</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;">SFO 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:23.75pt;">

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">1,102,700</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 2021-555, 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;">1.15% (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;">5.61</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/15/38</font></div>
                                 </div>
                              </div>
                           </td>

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

                              <div style="line-height: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;">1,098,500</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;">12,685,691</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;">29,938,490</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 $31,400,335)</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; 32.4%</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; 19.3%</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;">71,307</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 is less than </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;">7.39%, then 6.50%, otherwise 0.00% (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;">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;">8,137</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;">416,240</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% (f)</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;">2.20</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;">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;">34,103</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;">10,998</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% (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;">1.58</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;">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;">878</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;">159,382</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% (f)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.63</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">14,030</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">3,433</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;">53</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;">59,550</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;">1,066</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:10pt;">

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">114,273</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;">1,974</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_9a491562-a280-4c48-8628-d86fb89758e3_POI-SOIfooter-6_4"></a>

            <div style="page-break-after:always;position:relative;">

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

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

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 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;">137,842</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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">7,716</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;">933,835</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;">4.91</font></div>

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

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

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

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

                                    <div 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;">900,905</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;">972,797</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;">4.86</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/25/50</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">936,351</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;">892,455</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;">4.86</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/25/50</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">853,618</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;">2,008,956</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;">1,098,025</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;">926,887</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;">(i)</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;">757,276</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

                                    <div 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;">1,200,470</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">43,138</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series T-56, Class APO, PO</font></div>
                              </div>
                           </td>

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/25/43</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;">41,809</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">2,510</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 177, 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;">7.00</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/01/26</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">47</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">501</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 1996-46, Class ZA</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.50</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/25/26</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;">501</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">8,826</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2002-80, Class IO, IO</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">6.00</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/25/32</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;">328</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;">29,892</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2003-15, Class MS, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 8.00% (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;">3.54</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">03/25/33</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">3,492</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;">35,568</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2003-44, Class IU, IO</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">7.00</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/25/33</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;">4,325</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;">35,449</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-6, Class SE, IO, (30 Day Average SOFR + CSA) x -1 </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">+ 6.70% (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;">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;">02/25/35</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">2,766</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;">21,558</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2007-100, Class SM, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.45% (f)</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;">1.99</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/25/37</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">1,931</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;">115,423</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2007-37, Class SB, IO, (30 Day Average SOFR + CSA) x </font></div>

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:12pt;">-1 + 6.75% (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;">2.29</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">05/25/37</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">13,558</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">294,177</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2008-17, Class BE</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.50</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/25/37</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;">290,911</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;">510,874</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 2010-103, Class ID, IO</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.00</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">09/25/40</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;">74,433</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;">27,686</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 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% (f)</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;">2.86</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">29,882</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;">27,657</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2011-81, Class PI, IO</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">3.50</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">08/25/26</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;">122</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;">1,080,831</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;">144,369</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 (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;">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;">12,421</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;">1,062,164</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;">75,780</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;">1,066,669</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% (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;">1.69</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">127,155</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;">39,393</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;">1,932,409</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% (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;">1.74</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/25/48</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">219,016</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;">258,071</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;">4.86</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">07/25/50</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">250,109</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;">989,717</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 2022-69, Class FA, 30 Day Average SOFR + 0.82% (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;">5.17</font></div>

                                    <div 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;">10/25/52</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;">955,436</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;">1,038,683</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 2024-84, Class FD, 30 Day Average SOFR + 1.15% (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;">5.50</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;">11/25/54</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;">1,032,755</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;">7,726</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;">447</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;">20,665</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;">2,233</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">358,282</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;">55,702</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;">78,436</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;">78,453</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;">105,889</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% (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;">2.18</font></div>

                                    <div 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;">1,965</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_9a491562-a280-4c48-8628-d86fb89758e3_POI-SOIfooter-6_5"></a>

            <div style="page-break-after:always;position:relative;">

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

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

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 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: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;">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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">100,985</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;">88,237</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% (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;">2.27</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">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;">3,914</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;">149,967</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% (f)</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;">1.70</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;">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;">12,295</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;">3,043,670</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% (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;">1.78</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;">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;">415,677</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;">78,312</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;">48,110</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;">170,287</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;">136,480</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;">143,385</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;">4.62</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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div 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;">133,329</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;">8,291,706</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% (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;">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;">182,874</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;">10,307,605</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; 11.3%</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;">14,500,000</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series K071, Class X3, IO (a)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.01</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/25/45</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;">613,760</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;">12,589,940</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 K100, Class X3, IO (a)</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">1.87</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;">11/25/47</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">814,072</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;">3.37</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;">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;">540,869</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

                                    <div 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;">492,048</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;">217,391</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;">427,132</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;">89,809</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;">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;">630,887</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;">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;">450,341</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;">604,509</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;">297,596</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;">5,599,824</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;">1.76</font></div>

                                    <div 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;">604,105</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;">4,892,658</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;">0.70</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">06/16/63</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;">239,815</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;">6,022,334</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 Securities&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; 1.8%</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: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;">Pool TBA (j)</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;">09/01/55</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;">461,005</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">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;">Pool TBA (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;">4.00</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/01/55</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;">460,907</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;">921,912</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;">17,251,851</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 $19,275,401)</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; 9.0%</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;">1,034,667</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;">202,955</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 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;">198,008</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;">7,033,367</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">2.38</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">10/15/54</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;">163,958</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;">786,370</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: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;">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;">11.57</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;">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;">692,838</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_9a491562-a280-4c48-8628-d86fb89758e3_POI-SOIfooter-6_6"></a>

            <div style="page-break-after:always;position:relative;">

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

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

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 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;">Island 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;">$</font><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 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;">7.95</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;">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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">511,564</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;">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 C (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;">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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div 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;">504,117</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:56.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:56.0pt;">43,575</font></div>
                                 </div>
                              </div>
                           </td>

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:6pt;">Series 2005-1, Class A</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:24.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:24.5pt;">5.75</font></div>

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

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">01/15/40</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;">43,510</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">PAGAYA AI Debt Grantor 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;">299,975</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 2024-10, 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;">10.41</font></div>

                                    <div 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;">06/15/32</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;">308,940</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                        <tr style="height: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;">535,728</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 2024-3, 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;">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="vertical-align:Bottom;white-space:nowrap;width:66pt;">

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

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

                                    <div 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="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;">540,742</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 Asset-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;">4,784,714</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: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 $4,592,720)</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>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;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; 2.7%</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;">1,452,244</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 - 4.16% (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;">1,452,244</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 $1,452,244)</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;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-left:-2pt;margin-right:1pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin:auto;width:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"> </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 Investments &#8211; 100.2%</font></div>
                              </div>
                           </td>

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

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="border-bottom:0.5pt solid #000000;margin-left:4.76%;margin-right:0%;padding-bottom:1pt;">

                                    <div style="text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">53,427,299</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:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"> </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 $56,720,700)</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:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

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

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

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

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

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

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

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

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

                        <tr style="height: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;">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 SOLD SHORT&#8201;&#8211; (1.8)%</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:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"> </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 Securities&#8201;</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">&#8211; (1.8)%</font></div>
                              </div>
                           </td>

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

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

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

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

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

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

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

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

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

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

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

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

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

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

                                 <div style="display:flex;margin:auto;width:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"> </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:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"> </div>
                                 </div>
                              </div>
                           </td>

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

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

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

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

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

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

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

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

                        <tr style="height: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:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.67pt;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:52.67pt;">(1,000,000</font></div>

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

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

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

                                 <div style="margin-left: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;">Pool TBA (j)</font></div>
                              </div>
                           </td>

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

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

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">4.50</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;">08/01/55</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;">(948,728</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:14.75pt;">

                           <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:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"> </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;margin-top: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;">Total Investments Sold Short &#8211; (1.8)%</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;">(948,728</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:auto;width:52.67pt;">

                                    <div style="display:flex;white-space:nowrap;width:52.67pt;"> </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;">(Proceeds $954,941)</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>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;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:7.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:7.0pt;"> </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 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: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:7.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:7.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:7.0pt;">4</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;">US 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;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">45,675</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;">95.00</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;">08/22/25</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;">4</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

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

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

                                 <div style="display:flex;margin-left:auto;width:7.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:7.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:7.0pt;">5</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:222pt;">

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury Bond Futures Put</font></div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">56,906</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">95.00</font></div>
                                 </div>
                              </div>
                           </td>

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

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

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

                                    <div style="display:flex;white-space:nowrap;width:37.56pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:37.56pt;">11/21/25</font></div>
                                 </div>
                              </div>
                           </td>

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

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

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

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">625</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

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

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

                                 <div style="display:flex;margin-left:auto;width:7.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:7.0pt;"> </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;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;">629</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:7.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:7.0pt;"> </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 $1,836)</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;text-align:left;"><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

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

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

                        <tr style="height:22.75pt;">

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

                              <div style="line-height:0.5pt;margin-right:3pt;text-align:right;width:54pt;">

                                 <div style="display:flex;margin-left:auto;width:2.0pt;">

                                    <div style="display:flex;white-space:nowrap;width:2.0pt;"> </div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;width:420pt;">

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0.0pt;">Net Other Assets and Liabilities &#8211; 1.6%</font></div>
                              </div>
                           </td>

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

                              <div style="line-height:12.0pt;margin-left:3pt;text-align:right;width:62.0pt;">

                                 <div style="border-bottom:0.5pt solid #000000;padding-bottom:1pt;">

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

                                       <div style="display:flex;white-space:nowrap;width:62.0pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:62.0pt;">849,296</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;">53,328,496</font></div>
                                    </div>
                                 </div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:11.0pt;margin-top:14pt;text-align:left;">

                     <div style="margin-top:8pt;"> </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_9a491562-a280-4c48-8628-d86fb89758e3_POI-SOIfooter-6_7"></a>

            <div style="page-break-after:always;position:relative;">

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

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

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

                     <div> </div>

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

                     <div> </div>

                     <div style="margin-top:1pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;line-height:10pt;">July 31, 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;">&#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;">53</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:1.75pt;vertical-align:Bottom;width:52.11pt;">

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 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;">5,886,313</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:30.5pt;">31,859</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;">13</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 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;">1,525,063</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

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

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:35.5pt;">26,011</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;">Ultra 10 Year US Treasury 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;">72</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

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

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 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;">8,141,625</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

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

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:35.5pt;">62,536</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury 2 Year Note Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width: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;">17</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 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;">3,518,734</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;">(2,726)</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:11pt;">

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury 5 Year Note Futures</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:40.44pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Long</font></div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;white-space:nowrap;width:53.02pt;">

                              <div style="line-height:11pt;margin-left:3pt;margin-right:3pt;text-align:right;width:47.02pt;">

                                 <div style="display:flex;margin:auto;width: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;">24</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 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;">2,596,125</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:2pt;padding-top:2pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:40.5pt;">2,469</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12.75pt;">

                           <td style="padding-bottom:3.75pt;padding-top:2pt;vertical-align:Bottom;width:272.43pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">US Treasury Bond 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;">20</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:3.75pt;padding-top:2pt;vertical-align:Bottom;width:52.11pt;">

                              <div style="line-height:11pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-right:3pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">Sep 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;">2,283,750</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:35.5pt;">44,860</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;">23,951,610</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="padding-bottom:1.75pt;padding-top:3.75pt;vertical-align:Bottom;width:66pt;">

                              <div style="line-height:12.0pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Right;white-space:nowrap;"><font style="border-bottom:3pt double #000000;color:#000000;font-family:Times New Roman;font-size:10pt;">$</font><font style="border-bottom:3pt double #000000;color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:25.5pt;">165,009</font></div>
                              </div>
                           </td>
                        </tr>
                     </table>
                  </div>

                  <div style="line-height:0.0pt;margin-top:6.5pt;text-align:left;"><font style="color:#000000;float:right;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;margin-top:2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(a)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;margin-top:2pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Collateral Strip Rate security. Coupon is based on the weighted net interest rate of the investment&#8217;s underlying collateral. The </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">interest rate resets periodically.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(b)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Floating or variable rate security.</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(c)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">This security, sold within the terms of a private placement memorandum, is exempt
                                       from registration upon resale under </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Rule 144A of the Securities Act of 1933, as amended (the &#8220;1933 Act&#8221;), and may be resold in transactions exempt from </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Fund&#8217;s Board of Trustees, this </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">security has been determined to be liquid by First Trust Advisors L.P., (the &#8220;Advisor&#8221;). Although market instability can result in </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">periods of increased overall market illiquidity, liquidity for each security is determined
                                       based on security specific factors and </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">assumptions, which require subjective judgment. At July 31, 2025, securities noted
                                       as such amounted to $30,481,615 or 57.2% of </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">net assets.</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;line-height:10.5pt;margin-left:0.0pt;">  </font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(d)</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Top;width:525pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Step-up security. A security where the coupon increases or steps up at a predetermined
                                       date. Interest rate shown reflects the rate in </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">effect at July 31, 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;">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;">July 31, 2025, securities noted as such are valued at $987,477 or 1.9% 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;">(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;">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;">(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;">This security, sold within the terms of a private placement memorandum, is exempt
                                       from registration upon resale under </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Rule 144A of the 1933 Act, and may be resold in transactions exempt from registration,
                                       normally to qualified institutional buyers. </font></div>

                                 <div style="margin-left:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(see Restricted Securities table).</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;line-height:10.5pt;margin-left:0.0pt;">  </font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="">

                           <td style="vertical-align:Top;width:15pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:3pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">(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;">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;">(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;">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;">(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 July 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>
         </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_9a491562-a280-4c48-8628-d86fb89758e3_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;">July 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>

                     <div style="clear:both;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:8pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">The inputs or methodologies used for valuing investments are not necessarily an indication
                           of the risk associated with investing in </font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">those investments.</font></div>
                  </div>

                  <div style="line-height:11.0pt;margin-top:8pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">A summary of the inputs used to value the Fund&#8217;s investments as of July 31, 2025 is as follows:</font><font style="color:#000000;font-family:Times New Roman;font-size:1pt;">&#8195;</font></div>
                  </div>

                  <div style="margin-top:0.0pt;">

                     <table style="empty-cells:show;width:540pt;" cellpadding="0" cellspacing="0">

                        <tr style="height:15.5pt;">

                           <td style="vertical-align:Bottom;width:540.00pt;" colspan="5">

                              <div style="line-height:10pt;text-align:left;">

                                 <div style="margin-right:-2pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">ASSETS TABLE</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:43.75pt;">

                           <td style="background-color:azure;vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:0.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;margin-left:0.0pt;">&nbsp;</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:70.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Total</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Value at</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">7/31/2025</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;">29,938,490</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;">29,938,490</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;">17,251,851</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;">17,251,851</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:12pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Asset-Backed Securities</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:10.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">4,784,714</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">4,784,714</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;">1,452,244</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;">1,452,244</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:0.5pt solid #000000;vertical-align:Bottom;white-space:nowrap;width:67.27pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;text-align:right;width:55.27pt;">

                                 <div style="display:flex;margin:auto;width:19.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:19.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:19.5pt;">&#8212;</font></div>
                                 </div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:13.75pt;">

                           <td style="vertical-align:Bottom;width:254.23pt;">

                              <div style="line-height:10.5pt;text-align:left;">

                                 <div style="margin-right:6pt;text-align:Left;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;margin-left:0.0pt;">Total Investments</font></div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:10.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">53,427,299</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;">1,452,244</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:10.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">51,975,055</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: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;">Purchased Options</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;">629</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;">629</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;">&#8212;</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: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="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;">167,735</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="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;">167,735</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="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="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="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;">Total</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:70.5pt;">

                              <div style="line-height:11.5pt;margin-left:6pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">53,595,663</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;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;">1,620,608</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;border-bottom:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:76.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:52.5pt;">

                                 <div style="display:flex;margin:auto;width:54.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:54.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">51,975,055</font></div>
                                 </div>
                              </div>
                           </td>

                           <td style="background-color:azure;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="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="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;">LIABILITIES TABLE</font></div>
                              </div>
                           </td>
                        </tr>

                        <tr style="height:43.75pt;">

                           <td style="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="border-bottom:0.5pt solid #000000;vertical-align:Bottom;width:70.5pt;">

                              <div style="line-height:11.0pt;text-align:left;">

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Total</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">Value at</font></div>

                                 <div style="margin-left:4pt;margin-right:10pt;text-align:Center;white-space:nowrap;"><font style="color:#000000;font-family:Times New Roman;font-size:9.5pt;font-weight:bold;">7/31/2025</font></div>
                              </div>
                           </td>

                           <td style="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="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="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:24.25pt;">

                           <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.&nbsp;Government&nbsp;Agency&nbsp;Mortgage-</font></div>

                                 <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:3pt;">Backed&nbsp;Securities&nbsp;Sold&nbsp;Short</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:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">(948,728</font></div>

                                    <div 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: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="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:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:54.5pt;">(948,728</font></div>

                                    <div 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: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="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="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;">(2,726</font></div>

                                    <div 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: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;">(2,726</font></div>

                                    <div 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: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="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="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;">Total</font></div>
                              </div>
                           </td>

                           <td style="background-color:azure;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;">(951,454</font></div>

                                    <div 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:3pt double #000000;vertical-align:Bottom;white-space:nowrap;width:71.5pt;">

                              <div style="line-height:11.5pt;margin-left:12pt;margin-right:12pt;text-align:right;width:47.5pt;">

                                 <div style="display:flex;margin:auto;width:49.5pt;">

                                    <div style="display:flex;white-space:nowrap;width:49.5pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:auto;">$</font><font style="color:#000000;font-family:Times New Roman;font-size:10pt;width:49.5pt;">(2,726</font></div>

                                    <div 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: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;">(948,728</font></div>

                                    <div 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: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;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;font-weight:bold;">Restricted Securities</font></div>

                  <div style="line-height:11.0pt;margin-top:8pt;text-align:left;">

                     <div style="margin-top:8pt;"><font style="color:#000000;font-family:Times New Roman;font-size:10pt;">As of July 31, 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;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 Suisse Mortgage Trust, 8.27%, 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;">66.53</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;">665,282</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;">1.25</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>
                        </tr>
                     </table>
                  </div>
               </div>
            </div>
         </div>

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